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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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin ; New York :
Walter de Gruyter,
©2003.
|
Schriftenreihe: | De Gruyter expositions in mathematics ;
37. |
Schlagworte: | |
Online-Zugang: | Volltext |
Zusammenfassung: | 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 resource (x, 234 pages) : illustrations |
Bibliographie: | Includes bibliographical references and index. |
ISBN: | 3110199297 9783110199291 9783110180367 3110180367 |
Internformat
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245 | 1 | 0 | |a Error calculus for finance and physics : |b the language of Dirichlet forms / |c by Nicolas Bouleau. |
260 | |a Berlin ; |a New York : |b Walter de Gruyter, |c ©2003. | ||
300 | |a 1 online resource (x, 234 pages) : |b illustrations | ||
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490 | 1 | |a De Gruyter expositions in mathematics ; |v 37 | |
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |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. | |
520 | |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. | ||
588 | 0 | |a Print version record. | |
650 | 0 | |a Error analysis (Mathematics) |0 http://id.loc.gov/authorities/subjects/sh85044724 | |
650 | 0 | |a Dirichlet forms. |0 http://id.loc.gov/authorities/subjects/sh85050825 | |
650 | 0 | |a Random variables. |0 http://id.loc.gov/authorities/subjects/sh85111355 | |
650 | 6 | |a Théorie des erreurs. | |
650 | 6 | |a Formes de Dirichlet. | |
650 | 6 | |a Variables aléatoires. | |
650 | 7 | |a MATHEMATICS |x General. |2 bisacsh | |
650 | 7 | |a Dirichlet forms |2 fast | |
650 | 7 | |a Error analysis (Mathematics) |2 fast | |
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650 | 7 | |a Dirichletsche Form |2 gnd |0 http://d-nb.info/gnd/4150137-8 | |
650 | 7 | |a Fehlerrechnung |2 gnd |0 http://d-nb.info/gnd/4153837-7 | |
653 | 0 | |a Dirichlet forms | |
653 | 0 | |a Error analysis (Mathematics) | |
653 | 0 | |a Random variables | |
758 | |i has work: |a Error calculus for finance and physics (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFHXwTrd3vv7xwV7QVcjJC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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adam_text | |
any_adam_object | |
author | Bouleau, Nicolas |
author_facet | Bouleau, Nicolas |
author_role | |
author_sort | Bouleau, Nicolas |
author_variant | n b nb |
building | Verbundindex |
bvnumber | localFWS |
callnumber-first | Q - Science |
callnumber-label | QA275 |
callnumber-raw | QA275 .B68 2003eb |
callnumber-search | QA275 .B68 2003eb |
callnumber-sort | QA 3275 B68 42003EB |
callnumber-subject | QA - Mathematics |
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contents | 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. |
ctrlnum | (OCoLC)232160032 |
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 |
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id | ZDB-4-EBA-ocn232160032 |
illustrated | Illustrated |
indexdate | 2024-11-27T13:16:22Z |
institution | BVB |
isbn | 3110199297 9783110199291 9783110180367 3110180367 |
language | English |
oclc_num | 232160032 |
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publishDate | 2003 |
publishDateSearch | 2003 |
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publisher | Walter de Gruyter, |
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series | De Gruyter expositions in mathematics ; |
series2 | De Gruyter expositions in mathematics ; |
spelling | Bouleau, Nicolas. Error calculus for finance and physics : the language of Dirichlet forms / by Nicolas Bouleau. Berlin ; New York : Walter de Gruyter, ©2003. 1 online resource (x, 234 pages) : illustrations text txt rdacontent computer c rdamedia online resource 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. Print version record. Error analysis (Mathematics) http://id.loc.gov/authorities/subjects/sh85044724 Dirichlet forms. http://id.loc.gov/authorities/subjects/sh85050825 Random variables. http://id.loc.gov/authorities/subjects/sh85111355 Théorie des erreurs. Formes de Dirichlet. Variables aléatoires. MATHEMATICS General. bisacsh Dirichlet forms fast Error analysis (Mathematics) fast Random variables fast Dirichletsche Form gnd http://d-nb.info/gnd/4150137-8 Fehlerrechnung gnd http://d-nb.info/gnd/4153837-7 Dirichlet forms Error analysis (Mathematics) Random variables has work: Error calculus for finance and physics (Text) https://id.oclc.org/worldcat/entity/E39PCFHXwTrd3vv7xwV7QVcjJC https://id.oclc.org/worldcat/ontology/hasWork Print version: Bouleau, Nicolas. Error calculus for finance and physics. Berlin ; New York : Walter de Gruyter, ©2003 3110180367 9783110180367 (DLC) 2003062668 (OCoLC)53144874 De Gruyter expositions in mathematics ; 37. http://id.loc.gov/authorities/names/n90653843 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210978 Volltext |
spellingShingle | Bouleau, Nicolas Error calculus for finance and physics : the language of Dirichlet forms / De Gruyter expositions in mathematics ; 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. Error analysis (Mathematics) http://id.loc.gov/authorities/subjects/sh85044724 Dirichlet forms. http://id.loc.gov/authorities/subjects/sh85050825 Random variables. http://id.loc.gov/authorities/subjects/sh85111355 Théorie des erreurs. Formes de Dirichlet. Variables aléatoires. MATHEMATICS General. bisacsh Dirichlet forms fast Error analysis (Mathematics) fast Random variables fast Dirichletsche Form gnd http://d-nb.info/gnd/4150137-8 Fehlerrechnung gnd http://d-nb.info/gnd/4153837-7 |
subject_GND | http://id.loc.gov/authorities/subjects/sh85044724 http://id.loc.gov/authorities/subjects/sh85050825 http://id.loc.gov/authorities/subjects/sh85111355 http://d-nb.info/gnd/4150137-8 http://d-nb.info/gnd/4153837-7 |
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 | Error analysis (Mathematics) http://id.loc.gov/authorities/subjects/sh85044724 Dirichlet forms. http://id.loc.gov/authorities/subjects/sh85050825 Random variables. http://id.loc.gov/authorities/subjects/sh85111355 Théorie des erreurs. Formes de Dirichlet. Variables aléatoires. MATHEMATICS General. bisacsh Dirichlet forms fast Error analysis (Mathematics) fast Random variables fast Dirichletsche Form gnd http://d-nb.info/gnd/4150137-8 Fehlerrechnung gnd http://d-nb.info/gnd/4153837-7 |
topic_facet | Error analysis (Mathematics) Dirichlet forms. Random variables. Théorie des erreurs. Formes de Dirichlet. Variables aléatoires. MATHEMATICS General. Dirichlet forms Random variables Dirichletsche Form Fehlerrechnung |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210978 |
work_keys_str_mv | AT bouleaunicolas errorcalculusforfinanceandphysicsthelanguageofdirichletforms |