Error calculus for finance and physics : the language of Dirichlet forms /

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Bibliographic Details
Author / Creator:	Bouleau, Nicolas.
Imprint:	Berlin ; New York : Walter de Gruyter, ©2003.
Description:	1 online resource (x, 234 pages) : illustrations
Language:	English
Series:	De Gruyter expositions in mathematics ; 37 De Gruyter expositions in mathematics ; 37.
Subject:	Error analysis (Mathematics) Dirichlet forms. Random variables. Dirichlet forms. Error analysis (Mathematics) Random variables. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11170887

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ISBN:	3110199297 9783110199291 9783110180367 3110180367 3110180367
Notes:	Includes bibliographical references and index. Print version record.
Summary:	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.
Other form:	Print version: Bouleau, Nicolas. Error calculus for finance and physics. Berlin ; New York : Walter de Gruyter, ©2003 3110180367 9783110180367
Standard no.:	10.1515/9783110199291

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