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Loeb Measures in Practice: Recent Advances
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Catalogue Information
Field name
Details
Dewey Class
511.3
Title
Loeb Measures in Practice: Recent Advances ([EBook] /) / by Nigel J. Cutland.
Author
Cutland, Nigel J.
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 2000.
Physical Details
CXXXII, 118 p. : online resource.
Series
Lecture Notes in Mathematics
0075-8434 ; ; 1751
ISBN
9783540445319
Summary Note
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.:
Contents note
Loeb Measures: Introduction -- Nonstandard Analysis -- Construction of Loeb Measures -- Loeb Integration Theory -- Elementary Applications. Stochastic Fluid Mechanics: Introduction -- Solution of the Deterministic Navier-Stokes Equations -- Solution of the Stochastic Navier-Stokes Equations -- Stochastic Euler Equations -- Statistical Solutions -- Attractors for the Navier-Stokes Equations -- Measure Attractors for Stochastic Navier-Stokes Equations -- Stochastic Attractors for Navier-Stokes Equations -- Attractors for the 3-dimensional Stochastic Navier-Stokes Equations. Stochastic Calculus of Variations: Introduction -- Flat Integral Representation of Wiener Measure -- The Wiener Sphere -- Brownian Motion on the Wiener Sphere and the Infinite Dimensional Ornstein-Uhlenbeck Process -- Malliavin Calculus. Mathematical Finance Theory: Introduction -- The Cox-Ross-Rubinstein Models -- Options and Contingent Claims -- The Black-Scholes Model... The complete table of contents can be found on the Internet: http://www.springer.de.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/b76881
Links to Related Works
Subject References:
Economics, Mathematical
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Functions of real variables
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Mathematical logic
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Mathematical Logic and Foundations
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Mathematics
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Probabilities
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Probability theory and stochastic processes
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Quantitative Finance
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Real Functions
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Authors:
Cutland, Nigel J.
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Corporate Authors:
SpringerLink (Online service)
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Series:
Lecture Notes in Mathematics
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Classification:
511.3
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