Loeb Measures in Practice: Recent Advances (Record no. 30557)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03517nam a22005295i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783540445319 |
| -- | 978-3-540-44531-9 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 511.3 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Cutland, Nigel J. |
| 245 10 - TITLE STATEMENT | |
| Title | Loeb Measures in Practice: Recent Advances |
| Statement of responsibility, etc | by Nigel J. Cutland. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Berlin, Heidelberg : |
| Name of publisher | Springer Berlin Heidelberg, |
| Year of publication | 2000. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | CXXXII, 118 p. |
| Other physical details | online resource. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Logic, Symbolic and mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical Logic and Foundations. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Real Functions. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Quantitative Finance. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/b76881 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 2000. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
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| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
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| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
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| -- | rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 1617-9692 ; |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|
| IMSc Library | EBK1263 | http://dx.doi.org/10.1007/b76881 | E-BOOKS |