Error Calculus for Finance and Physics : : The Language of Dirichlet Forms /

Error Calculus for Finance and Physics : : The Language of Dirichlet Forms / / Nicolas Bouleau.

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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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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Expositions in Mathematics Backlist eBook Package
VerfasserIn:
Bouleau, Nicolas,
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2008]
©2003
Year of Publication:2008
Language:English
Series:De Gruyter Expositions in Mathematics , 37
Online Access:
Physical Description:1 online resource (234 p.)
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Table of 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
  • 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

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