Loeb measures in practice: Recent advances. EMS lectures 1997

DOI10.1007/B76881zbMATH Open0963.28015OpenAlexW652869183MaRDI QIDQ1591708FDOQ1591708

Nigel J. Cutland

Publication date: 8 January 2001

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: http://link.springer.de/link/service/series/0304/tocs/t1751.htm

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zbMATH Keywords

nonstandard analysisstochastic fluid dynamicsstochastic calculus of variationsLoeb measuresmathematical finance theory

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Navier-Stokes equations for incompressible viscous fluids (76D05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonstandard measure theory (28E05) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02)

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