Loeb Measures in Practice

数学史

售   价:
309.00
作      者
出  版 社
出版时间
2000年12月15日
装      帧
平装
ISBN
9783540413844
复制
页      码
118
语      种
英语
综合评分
暂无评分
我 要 买
- +
库存 49 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
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.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个