9783540413844 - Loeb Measures in Practice: Recent Advances: EMS Lectures 1997 (Lecture Notes in Mathematics, 1751, Band 1751) von Cutland, Nigel J. (4 Ergebnisse)

Zustand: New. In.

Softcover. XI, 111 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. R-16400 9783540413844 Sprache: Englisch Gewicht in Gramm: 550.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ('Malliavin' calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed.

Zustand: Gut. Zustand: Gut | Sprache: Englisch | Produktart: Bücher | This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ("Malliavin" calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed.