Loeb Measures in Practice: Recent Advances - EMS Lectures 1997 (Paperback, 2000 ed.)

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1751
Release date:	December 2000
First published:	2000
Authors:	Nigel J Cutland
Dimensions:	235 x 155 x 7mm (L x W x T)
Format:	Paperback
Pages:	118
Edition:	2000 ed.
ISBN-13:	978-3-540-41384-4
Categories:	Books > Science & Mathematics > Mathematics > General
LSN:	3-540-41384-7
Barcode:	9783540413844

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