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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Bibliographische Detailangaben
1. Verfasser: Bouleau, Nicolas
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