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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...

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Bibliographic Details
Main Author: Cutland, Nigel J.
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2000, 2000
Edition:1st ed. 2000
Series:Lecture Notes in Mathematics
Subjects:
Mathematics In Business, Economics And Finance
Mathematical Logic
Functions Of Real Variables
Probability Theory
Social Sciences / Mathematics
Real Functions
Mathematical Logic And Foundations
Probabilities
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 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

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