Loeb measures in practice: Recent advances. EMS lectures 1997

DOI10.1007/B76881MaRDI QIDQ1591708zbMATH OpenOpenAlexFDO

Authors 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

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)

Recommendations

• scientific article; zbMATH DE number 1516952
• Stochastic calculus with infinitesimals
• A Nonstandard Approach to Option Pricing
• Publication:4863300
• scientific article; zbMATH DE number 139859

Cited in

(16)

• Young measures as probability distributions of Loeb spaces
• Nonstandard analysis and the sumset phenomenon in arbitrary amenable groups
• scientific article; zbMATH DE number 841144 (Why is no real title available?)
• On the continuity of pathwise solutions to Langevin equations in infinite dimensions
• Elementary stochastic calculus for finance with infinitesimals
• ATTRACTORS AND NEO-ATTRACTORS FOR 3D STOCHASTIC NAVIER–STOKES EQUATIONS
• Pure inductive logic with functions
• On fixed-point sets of nonexpansive mappings in nonstandard hulls and Banach space ultrapowers
• NONSTANDARD ANALYSIS, FRACTAL PROPERTIES AND BROWNIAN MOTION
• Semicontinuity of structure for small sumsets in compact abelian groups
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis
• A nonstandard approach to asymptotic fixed point theorems
• Applications of nonstandard number systems in mathematical physics
• Stochastic nonhomogeneous incompressible Navier-Stokes equations
• The Strength of Nonstandard Analysis
• Alpha-theory: An elementary axiomatics for nonstandard analysis

This page was built for publication: Loeb measures in practice: Recent advances. EMS lectures 1997

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1591708)