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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Bouleau, Nicolas
Format: Électronique eBook
Langue:Inglés
Publié: Berlin ; New York : Walter de Gruyter, ©2003.
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.