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Nigel J. Cutland
Loeb Measures in Practice: Recent Advances [PDF ebook]
EMS Lectures 1997

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Cover of Nigel J. Cutland: Loeb Measures in Practice: Recent Advances (PDF)

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.

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Language English ● Format PDF ● ISBN 9783540445319 ● Publisher Springer Berlin Heidelberg ● Published 2004 ● Downloadable 3 times ● Currency EUR ● ID 6318161 ● Copy protection Adobe DRM

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