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Science/Engineering Loeb Measures in Practice: Recent Advances: EMS Lectures 1997

Posted on 2010-03-15




Name:Science/Engineering Loeb Measures in Practice: Recent Advances: EMS Lectures 1997
ASIN/ISBN:3540413847
Language:English
File size:7.3 Mb
ISBN: 3540413847
Publish Date: 2001-02-08
Pages: 122 pages
File Size: 636 Kb
Other Info: Springer; DJVU
   Science/Engineering Loeb Measures in Practice: Recent Advances: EMS Lectures 1997

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Loeb Measures in Practice: Recent Advances: EMS Lectures 1997

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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