Loeb Measures in Practice: Recent Advances

Language: English

Published by Springer Vieweg Dez 2000, 2000

3540413847 / 9783540413844

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 132 pp. Englisch.

Seller Inventory # 9783540413844

Title
Loeb Measures in Practice: Recent Advances
Author
Nigel J. Cutland
Publisher
Springer Vieweg Dez 2000
Publication year
2000
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540413847
ISBN 13
9783540413844
Item weight
211 grams
Dimensions
233x155x8 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany