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Lecture Notes in Mathematics

Loeb Measures in Practice: Recent Advances

EMS Lectures 1997

Authors: Cutland, Nigel J.

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  • ISBN 978-3-540-44531-9
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  • ISBN 978-3-540-41384-4
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About this book

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.

Table of contents (6 chapters)

Table of contents (6 chapters)
  • 1. Loeb Measures

    Pages 1-28

    Cutland, Nigel J.

  • 2. Stochastic Fluid Mechanics

    Pages 29-60

    Cutland, Nigel J.

  • 3. Stochastic Calculus of Variations

    Pages 61-84

    Cutland, Nigel J.

  • 4. Mathematical Finance Theory

    Pages 85-101

    Cutland, Nigel J.

  • References

    Pages 103-107

    Cutland, Nigel J.

Buy this book

eBook 29,74 €
price for Spain (gross)
  • ISBN 978-3-540-44531-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 36,35 €
price for Spain (gross)
  • ISBN 978-3-540-41384-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Loeb Measures in Practice: Recent Advances
Book Subtitle
EMS Lectures 1997
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1751
Copyright
2000
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-44531-9
DOI
10.1007/b76881
Softcover ISBN
978-3-540-41384-4
Series ISSN
0075-8434
Edition Number
1
Number of Pages
CXXXII, 118
Topics