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...
Cote: | Libro Electrónico |
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Auteur principal: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Berlin ; New York :
Walter de Gruyter,
©2003.
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Collection: | De Gruyter expositions in mathematics ;
37. |
Sujets: | |
Accès en ligne: | Texto completo |
Table des matières:
- Preface; Contents; Chapter I Intuitive introduction to error structures; Chapter II Strongly-continuous semigroups and Dirichlet forms; Chapter III Error structures; Chapter IV Images and products of error structures; Chapter V Sensitivity analysis and error calculus; Chapter VI Error structures on fundamental spaces space; Chapter VII Application to financial models; Chapter VIII Applications in the field of physics; Index.