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.
€41.08
购买此电子书可免费获赠一本！
语言 英语 ● 格式 PDF ● ISBN 9783540445319 ● 出版者 Springer Berlin Heidelberg ● 发布时间 2004 ● 下载 3 时 ● 货币 EUR ● ID 6318161 ● 复制保护 Adobe DRM
需要具备DRM功能的电子书阅读器
来自同一作者的更多电子书 / 编辑
48,763 此类电子书
