Loeb Measures in Practice: Recent Advances (Record no. 10420)
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fixed length control field | 03863nam a22005415i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-540-44531-9 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190213151349.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
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fixed length control field | 121227s2000 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783540445319 |
-- | 978-3-540-44531-9 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/b76881 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA8.9-10.3 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBC |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT018000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBC |
Source | thema |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBCD |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 511.3 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Cutland, Nigel J. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Loeb Measures in Practice: Recent Advances |
Medium | [electronic resource] / |
Statement of responsibility, etc | by Nigel J. Cutland. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
-- | 2000. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | CXXXII, 118 p. |
Other physical details | online resource. |
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-- | text |
-- | txt |
-- | rdacontent |
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-- | computer |
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-- | rdamedia |
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-- | online resource |
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-- | rdacarrier |
347 ## - | |
-- | text file |
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-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, |
International Standard Serial Number | 0075-8434 ; |
Volume number/sequential designation | 1751 |
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 or geographic name as entry element | Logic, Symbolic and mathematical. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Finance. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical Logic and Foundations. |
-- | http://scigraph.springernature.com/things/product-market-codes/M24005 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Real Functions. |
-- | http://scigraph.springernature.com/things/product-market-codes/M12171 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
-- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Quantitative Finance. |
-- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783662211908 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783540413844 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Lecture Notes in Mathematics, |
-- | 0075-8434 ; |
Volume number/sequential designation | 1751 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1007/b76881 |
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