书目名称 | Loeb Measures in Practice: Recent Advances |
副标题 | EMS Lectures 1997 |
编辑 | Nigel J. Cutland |
视频video | |
概述 | Includes supplementary material: |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | 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. |
出版日期 | Book 2000 |
关键词 | Loeb measures; Nonstandard analysis; Stochastic Differential Equations; Stochastic calculus; calculus; ma |
版次 | 1 |
doi | https://doi.org/10.1007/b76881 |
isbn_softcover | 978-3-540-41384-4 |
isbn_ebook | 978-3-540-44531-9Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 2000 |