Error Calculus for Finance and Physics : : The Language of Dirichlet Forms / / Nicolas Bouleau.
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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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2008] ©2003 |
Year of Publication: | 2008 |
Language: | English |
Series: | De Gruyter Expositions in Mathematics ,
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Bouleau, Nicolas, author. aut http://id.loc.gov/vocabulary/relators/aut Error Calculus for Finance and Physics : The Language of Dirichlet Forms / Nicolas Bouleau. Berlin ; Boston : De Gruyter, [2008] ©2003 1 online resource (234 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda De Gruyter Expositions in Mathematics , 0938-6572 ; 37 Frontmatter -- 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 -- Backmatter restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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 calculus, to provide information about the correlation between errors in different parameters of the model, as well as information about the biases introduced by non-linearity. The approach makes use of very powerful mathematical tools (Dirichlet forms), which allow one to deal with errors in infinite dimensional spaces, such as spaces of functions or stochastic processes. The method is therefore applicable to non-elementary models along the lines of those encountered in modern physics and finance. This text has been drawn from presentations of research done over the past ten years and that is still ongoing. The work was presented in conjunction with a course taught jointly at the Universities of Paris 1 and Paris 6. The book is intended for students, researchers and engineers with good knowledge in probability theory. Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Feb 2023) Dirichlet forms. Error analysis (Mathematics). Random variables. Fehlerrechnung. Sensitivitätsanalyse. Wahrscheinlichkeitstheorie. MATHEMATICS / General. bisacsh Title is part of eBook package: De Gruyter DG Expositions in Mathematics Backlist eBook Package 9783110494969 ZDB-23-EXM Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 9783110637205 ZDB-23-GMA Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2008 9783110212129 ZDB-23-DGG Title is part of eBook package: De Gruyter E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2008 9783110212136 Title is part of eBook package: De Gruyter E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2008 9783110209082 ZDB-23-DMN print 9783110180367 https://doi.org/10.1515/9783110199291 https://www.degruyter.com/isbn/9783110199291 Cover https://www.degruyter.com/document/cover/isbn/9783110199291/original |
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English |
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Bouleau, Nicolas, Bouleau, Nicolas, |
spellingShingle |
Bouleau, Nicolas, Bouleau, Nicolas, Error Calculus for Finance and Physics : The Language of Dirichlet Forms / De Gruyter Expositions in Mathematics , Frontmatter -- 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 -- 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 -- Backmatter |
author_facet |
Bouleau, Nicolas, Bouleau, Nicolas, |
author_variant |
n b nb n b nb |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Bouleau, Nicolas, |
title |
Error Calculus for Finance and Physics : The Language of Dirichlet Forms / |
title_sub |
The Language of Dirichlet Forms / |
title_full |
Error Calculus for Finance and Physics : The Language of Dirichlet Forms / Nicolas Bouleau. |
title_fullStr |
Error Calculus for Finance and Physics : The Language of Dirichlet Forms / Nicolas Bouleau. |
title_full_unstemmed |
Error Calculus for Finance and Physics : The Language of Dirichlet Forms / Nicolas Bouleau. |
title_auth |
Error Calculus for Finance and Physics : The Language of Dirichlet Forms / |
title_alt |
Frontmatter -- 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 -- 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 -- Backmatter |
title_new |
Error Calculus for Finance and Physics : |
title_sort |
error calculus for finance and physics : the language of dirichlet forms / |
series |
De Gruyter Expositions in Mathematics , |
series2 |
De Gruyter Expositions in Mathematics , |
publisher |
De Gruyter, |
publishDate |
2008 |
physical |
1 online resource (234 p.) Issued also in print. |
contents |
Frontmatter -- 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 -- 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 -- Backmatter |
isbn |
9783110199291 9783110494969 9783110637205 9783110212129 9783110212136 9783110209082 9783110180367 |
issn |
0938-6572 ; |
callnumber-first |
Q - Science |
callnumber-subject |
QA - Mathematics |
callnumber-label |
QA275 |
callnumber-sort |
QA 3275 B68 42003EB |
url |
https://doi.org/10.1515/9783110199291 https://www.degruyter.com/isbn/9783110199291 https://www.degruyter.com/document/cover/isbn/9783110199291/original |
illustrated |
Not Illustrated |
dewey-hundreds |
500 - Science |
dewey-tens |
510 - Mathematics |
dewey-ones |
511 - General principles of mathematics |
dewey-full |
511/.43 |
dewey-sort |
3511 243 |
dewey-raw |
511/.43 |
dewey-search |
511/.43 |
doi_str_mv |
10.1515/9783110199291 |
oclc_num |
979970867 |
work_keys_str_mv |
AT bouleaunicolas errorcalculusforfinanceandphysicsthelanguageofdirichletforms |
status_str |
n |
ids_txt_mv |
(DE-B1597)32450 (OCoLC)979970867 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DG Expositions in Mathematics Backlist eBook Package Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 Title is part of eBook package: De Gruyter E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2008 Title is part of eBook package: De Gruyter E-BOOK PACKAGE ENGLISH LANGUAGES TITLES 2008 Title is part of eBook package: De Gruyter E-BOOK PAKET SCIENCE TECHNOLOGY AND MEDICINE 2008 |
is_hierarchy_title |
Error Calculus for Finance and Physics : The Language of Dirichlet Forms / |
container_title |
Title is part of eBook package: De Gruyter DG Expositions in Mathematics Backlist eBook Package |
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1806144224540753920 |
fullrecord |
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