The Resource Loeb Measures in Practice: Recent Advances : EMS Lectures 1997, by Nigel J. Cutland, (electronic resource)

Loeb Measures in Practice: Recent Advances : EMS Lectures 1997, by Nigel J. Cutland, (electronic resource)

Label
Loeb Measures in Practice: Recent Advances : EMS Lectures 1997
Title
Loeb Measures in Practice: Recent Advances
Title remainder
EMS Lectures 1997
Statement of responsibility
by Nigel J. Cutland
Creator
Author
Author
Subject
Language
  • eng
  • eng
Summary
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
Member of
http://library.link/vocab/creatorName
Cutland, Nigel J
Dewey number
  • 515
  • 510 s
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
95IiBo9mN1w
Image bit depth
0
Language note
English
LC call number
QA8.9-10.3
Literary form
non fiction
Series statement
Lecture Notes in Mathematics,
Series volume
1751
http://library.link/vocab/subjectName
  • Logic, Symbolic and mathematical
  • Mathematics
  • Distribution (Probability theory
  • Finance
  • Mathematical Logic and Foundations
  • Real Functions
  • Probability Theory and Stochastic Processes
  • Quantitative Finance
Label
Loeb Measures in Practice: Recent Advances : EMS Lectures 1997, by Nigel J. Cutland, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
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
Dimensions
unknown
Edition
1st ed. 2000.
Extent
1 online resource (CXXXII, 118 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540445319
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/b76881
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000233184
  • (SSID)ssj0000324487
  • (PQKBManifestationID)12117204
  • (PQKBTitleCode)TC0000324487
  • (PQKBWorkID)10313417
  • (PQKB)10160124
  • (DE-He213)978-3-540-44531-9
  • (EXLCZ)991000000000233184
Label
Loeb Measures in Practice: Recent Advances : EMS Lectures 1997, by Nigel J. Cutland, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
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
Dimensions
unknown
Edition
1st ed. 2000.
Extent
1 online resource (CXXXII, 118 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540445319
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/b76881
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000233184
  • (SSID)ssj0000324487
  • (PQKBManifestationID)12117204
  • (PQKBTitleCode)TC0000324487
  • (PQKBWorkID)10313417
  • (PQKB)10160124
  • (DE-He213)978-3-540-44531-9
  • (EXLCZ)991000000000233184

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