Loeb Measures in Practice : Recent Advances
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...
Enregistré dans:
| 主要作者: | |
|---|---|
| 格式: | Livre numérique |
| 语言: | Anglais |
| 出版: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| 丛编: | Lecture notes in mathematics
1751 |
| 主题: | |
| 在线阅读: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 提示: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Loeb measures in practice, recent advances, Nigel J. Cutland, 2000, Berlin, Springer, 1 vol. (XI-111 p.), Lecture notes in mathematics, 3-540-41384-7 • Loeb Measures in Practice: Recent Advances, Texte imprimé, 9783662211908 |
书本目录:
- 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.