ENGLISH

Loeb Measures in Practice: Recent Advances

By Nigel J. Cutland (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2000
ISBN
978-3-540-41384-4, 978-3-540-44531-9
DOI
10.1007/b76881
Language
english
Format
PDF
Filesize
1 MB (1160280 bytes)
Series
Lecture Notes in Mathematics 1751
Edition
1
Pages
118\109
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Mathematical Logic and Foundations; Real Functions

Description

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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