Loeb Measures in Practice: Recent Advances
Springer Berlin (Verlag)
978-3-540-41384-4 (ISBN)
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
Erscheint lt. Verlag | 12.12.2000 |
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Reihe/Serie | Lecture Notes in Mathematics |
Zusatzinfo | CXXXII, 118 p. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 195 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika |
Schlagworte | Calculus • Loeb measures • mathematical finance theory • nonstandard analysis • Quantitative Finance • stochastic analysis • Stochastic Calculus • Stochastic differential equations • stochastic fluid mechanics |
ISBN-10 | 3-540-41384-7 / 3540413847 |
ISBN-13 | 978-3-540-41384-4 / 9783540413844 |
Zustand | Neuware |
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