Error Calculus for Finance and Physics - The Language of Dirichlet Forms
von: Nicolas Bouleau
Walter de Gruyter GmbH & Co.KG, 2003
ISBN: 9783110199291
Sprache: Englisch
244 Seiten, Download: 1131 KB
Format: PDF, auch als Online-Lesen
| Frontmatter | 1 | ||
| Contents | 9 | ||
| Chapter I Intuitive introduction to error structures | 11 | ||
| Chapter II Strongly-continuous semigroups and Dirichlet forms | 27 | ||
| Chapter III Error structures | 42 | ||
| Chapter IV Images and products of error structures | 61 | ||
| Chapter V Sensitivity analysis and error calculus | 77 | ||
| Chapter VI Error structures on fundamental spaces space | 103 | ||
| Chapter VII Application to financial models | 147 | ||
| Chapter VIII Applications in the field of physics | 197 | ||
| Backmatter | 241 |