Loeb Measures in Practice: Recent Advances EMS Lectures 1997 /

• Main Author: Cutland, Nigel J. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
• Edition: 1st ed. 2000.
• Series: Lecture Notes in Mathematics, 1751
• Subjects: Mathematical logic.; Functions of real variables.; Probabilities.; Economics, Mathematical .; Mathematical Logic and Foundations.; Real Functions.; Probability Theory and Stochastic Processes.; Quantitative Finance.

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...