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Error calculus for finance and physics : the language of Dirichlet forms /
Many recent advances in modelling within the applied sciences and engineering have focused on the increasing importance of sensitivity analyses. For a given physical, financial or environmental model, increased emphasis is now placed on assessing the consequences of changes in model outputs that res...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin ; New York :
Walter de Gruyter,
©2003.
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| Colección: | De Gruyter expositions in mathematics ;
37. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Many recent advances in modelling within the applied sciences and engineering have focused on the increasing importance of sensitivity analyses. For a given physical, financial or environmental model, increased emphasis is now placed on assessing the consequences of changes in model outputs that result from small changes or errors in both the hypotheses and parameters. The approach proposed in this book is entirely new and features two main characteristics. Even when extremely small, errors possess biases and variances. The methods presented here are able, thanks to a specific differential cal. |
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| Descripción Física: | 1 online resource (x, 234 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 3110199297 9783110199291 9783110180367 3110180367 |