Error calculus for finance and physics: the language of Dirichlet forms
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Walter de Gruyter
c2003
|
| Schriftenreihe: | De Gruyter expositions in mathematics
37 |
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references and index 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 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 |
| Beschreibung: | 1 Online-Ressource (x, 234 p.) |
| ISBN: | 3110180367 3110199297 9783110180367 9783110199291 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV043083621 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 151126s2003 |||| o||u| ||||||eng d | ||
| 020 | |a 3110180367 |c acidfree paper |9 3-11-018036-7 | ||
| 020 | |a 3110180367 |c acidfree paper |9 3-11-018036-7 | ||
| 020 | |a 3110199297 |9 3-11-019929-7 | ||
| 020 | |a 9783110180367 |c acidfree paper |9 978-3-11-018036-7 | ||
| 020 | |a 9783110199291 |9 978-3-11-019929-1 | ||
| 035 | |a (OCoLC)232160032 | ||
| 035 | |a (DE-599)BVBBV043083621 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-1047 | ||
| 082 | 0 | |a 511/.43 |2 22 | |
| 100 | 1 | |a Bouleau, Nicolas |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Error calculus for finance and physics |b the language of Dirichlet forms |c by Nicolas Bouleau |
| 264 | 1 | |a Berlin |b Walter de Gruyter |c c2003 | |
| 300 | |a 1 Online-Ressource (x, 234 p.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a De Gruyter expositions in mathematics |v 37 | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 500 | |a 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 | ||
| 650 | 7 | |a MATHEMATICS / General |2 bisacsh | |
| 650 | 7 | |a Dirichlet forms |2 fast | |
| 650 | 7 | |a Error analysis (Mathematics) |2 fast | |
| 650 | 7 | |a Random variables |2 fast | |
| 650 | 4 | |a Error analysis (Mathematics) | |
| 650 | 4 | |a Dirichlet forms | |
| 650 | 4 | |a Random variables | |
| 650 | 0 | 7 | |a Fehlerrechnung |0 (DE-588)4153837-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Dirichletsche Form |0 (DE-588)4150137-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Fehlerrechnung |0 (DE-588)4153837-7 |D s |
| 689 | 0 | 1 | |a Dirichletsche Form |0 (DE-588)4150137-8 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 856 | 4 | 0 | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978 |x Aggregator |3 Volltext |
| 912 | |a ZDB-4-EBA | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028507813 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978 |l FAW01 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
| 966 | e | |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978 |l FAW02 |p ZDB-4-EBA |q FAW_PDA_EBA |x Aggregator |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175477762424832 |
|---|---|
| any_adam_object | |
| author | Bouleau, Nicolas |
| author_facet | Bouleau, Nicolas |
| author_role | aut |
| author_sort | Bouleau, Nicolas |
| author_variant | n b nb |
| building | Verbundindex |
| bvnumber | BV043083621 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)232160032 (DE-599)BVBBV043083621 |
| dewey-full | 511/.43 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 511 - General principles of mathematics |
| dewey-raw | 511/.43 |
| dewey-search | 511/.43 |
| dewey-sort | 3511 243 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03330nmm a2200565zcb4500</leader><controlfield tag="001">BV043083621</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">151126s2003 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3110180367</subfield><subfield code="c">acidfree paper</subfield><subfield code="9">3-11-018036-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3110180367</subfield><subfield code="c">acidfree paper</subfield><subfield code="9">3-11-018036-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3110199297</subfield><subfield code="9">3-11-019929-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783110180367</subfield><subfield code="c">acidfree paper</subfield><subfield code="9">978-3-11-018036-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783110199291</subfield><subfield code="9">978-3-11-019929-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)232160032</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043083621</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">511/.43</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bouleau, Nicolas</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Error calculus for finance and physics</subfield><subfield code="b">the language of Dirichlet forms</subfield><subfield code="c">by Nicolas Bouleau</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">Walter de Gruyter</subfield><subfield code="c">c2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (x, 234 p.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">De Gruyter expositions in mathematics</subfield><subfield code="v">37</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Dirichlet forms</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Error analysis (Mathematics)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Random variables</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Error analysis (Mathematics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Dirichlet forms</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Random variables</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Fehlerrechnung</subfield><subfield code="0">(DE-588)4153837-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Dirichletsche Form</subfield><subfield code="0">(DE-588)4150137-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Fehlerrechnung</subfield><subfield code="0">(DE-588)4153837-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Dirichletsche Form</subfield><subfield code="0">(DE-588)4150137-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028507813</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978</subfield><subfield code="l">FAW01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978</subfield><subfield code="l">FAW02</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FAW_PDA_EBA</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043083621 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:16:55Z |
| institution | BVB |
| isbn | 3110180367 3110199297 9783110180367 9783110199291 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028507813 |
| oclc_num | 232160032 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (x, 234 p.) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Walter de Gruyter |
| record_format | marc |
| series2 | De Gruyter expositions in mathematics |
| spelling | Bouleau, Nicolas Verfasser aut Error calculus for finance and physics the language of Dirichlet forms by Nicolas Bouleau Berlin Walter de Gruyter c2003 1 Online-Ressource (x, 234 p.) txt rdacontent c rdamedia cr rdacarrier De Gruyter expositions in mathematics 37 Includes bibliographical references and index 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 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 MATHEMATICS / General bisacsh Dirichlet forms fast Error analysis (Mathematics) fast Random variables fast Error analysis (Mathematics) Dirichlet forms Random variables Fehlerrechnung (DE-588)4153837-7 gnd rswk-swf Dirichletsche Form (DE-588)4150137-8 gnd rswk-swf Fehlerrechnung (DE-588)4153837-7 s Dirichletsche Form (DE-588)4150137-8 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bouleau, Nicolas Error calculus for finance and physics the language of Dirichlet forms MATHEMATICS / General bisacsh Dirichlet forms fast Error analysis (Mathematics) fast Random variables fast Error analysis (Mathematics) Dirichlet forms Random variables Fehlerrechnung (DE-588)4153837-7 gnd Dirichletsche Form (DE-588)4150137-8 gnd |
| subject_GND | (DE-588)4153837-7 (DE-588)4150137-8 |
| title | Error calculus for finance and physics the language of Dirichlet forms |
| title_auth | Error calculus for finance and physics the language of Dirichlet forms |
| title_exact_search | Error calculus for finance and physics the language of Dirichlet forms |
| title_full | Error calculus for finance and physics the language of Dirichlet forms by Nicolas Bouleau |
| title_fullStr | Error calculus for finance and physics the language of Dirichlet forms by Nicolas Bouleau |
| title_full_unstemmed | Error calculus for finance and physics the language of Dirichlet forms by Nicolas Bouleau |
| title_short | Error calculus for finance and physics |
| title_sort | error calculus for finance and physics the language of dirichlet forms |
| title_sub | the language of Dirichlet forms |
| topic | MATHEMATICS / General bisacsh Dirichlet forms fast Error analysis (Mathematics) fast Random variables fast Error analysis (Mathematics) Dirichlet forms Random variables Fehlerrechnung (DE-588)4153837-7 gnd Dirichletsche Form (DE-588)4150137-8 gnd |
| topic_facet | MATHEMATICS / General Dirichlet forms Error analysis (Mathematics) Random variables Fehlerrechnung Dirichletsche Form |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=210978 |
| work_keys_str_mv | AT bouleaunicolas errorcalculusforfinanceandphysicsthelanguageofdirichletforms |