Loeb Measures in Practice: Recent Advances EMS Lectures 1997 /

• Κύριος συγγραφέας: Cutland, Nigel J. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
• Έκδοση: 1st ed. 2000.
• Σειρά: Lecture Notes in Mathematics, 1751
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.