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Paperback Loeb Measures in Practice: Recent Advances: EMS Lectures 1997 Book

ISBN: 3540413847

ISBN13: 9783540413844

Loeb Measures in Practice: Recent Advances: EMS Lectures 1997

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)...

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