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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Loeb Measures in Practice: Recent Advances: EMS Lectures 1997

Loeb Measures in Practice: Recent Advances: EMS Lectures 1997

Cutland, Nigel J.

Paperback

Series: Lecture Notes in Mathematics, Book 1751

FictionMedical ReferenceCalculus

ISBN10: 3540413847
ISBN13: 9783540413844
Publisher: Springer
Published: Dec 12 2000
Pages: 118
Weight: 0.43
Height: 0.28 Width: 6.14 Depth: 9.21
Language: English
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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