Table of contents

  1. Front Matter
    Pages i-xiv
  2. An Introduction to Nonstandard Analysis by Peter A. Loeb

    1. Front Matter
      Pages 1-1
    2. Peter A. Loeb
      Pages 73-95
  3. Functional Analysis by Manfred P. H. Wolff

    1. Front Matter
      Pages 97-97
    2. Manfred P. H. Wolff
      Pages 99-136
  4. Measure and Probability Theory and Applications by Horst Osswald and Yeneng Sun

    1. Front Matter
      Pages 137-137
    2. Horst Osswald
      Pages 139-169
    3. Horst Osswald
      Pages 171-234
  5. Economics and Nonstandard Analysis by Yeneng Sun

    1. Front Matter
      Pages 259-259
  6. Back Matter
    Pages 306-311

About this book

Introduction

This book is addressed to mathematicians working in analysis and its applications. The aim is to provide an understandable introduction to the basic theory of nonstan­ dard analysis in Part I, and then to illuminate some of its most striking applications. Much of the book, in particular Part I, can be used in a graduate course; problems are posed in all chapters. After Part I, each chapter takes up a different field for the application of nonstandard analysis, beginning with a gentle introduction that even non-experts can read with profit. The remainder of each chapter is then addressed to experts, showing how to use nonstandard analysis in the search for solutions of open problems and how to obtain rich new structures that produce deep insight into the field under consideration. The applications discussed here are in functional analysis including operator theory, probability theory including stochastic processes, and economics including game theory and financial mathematics. In all of these areas, the intuitive notion of an infinitely small or infinitely large quantity plays an essential and helpful role in the creative process. For example, Brownian motion is often thought of as a random walk with infinitesimal increments; the spectrum of a selfadjoint operator is viewed as the set of "almost eigenvalues"; an ideal economy consists of an infinite number of agents each having an infinitesimal influence on the economy. Already at the level of calculus, one often views the integral as an infinitely large sum of infinitesimal quantities.

Keywords

Operator theory Probability theory Stochastic processes functional analysis mathematical logic measure theory real analysis stochastic process

Editors and affiliations

  • Peter A. Loeb
    • 1
  • Manfred Wolff
    • 2
  1. 1.Department of MathematicsUniversity of Illinois at Champaign-UrbanaChampaign-UrbanaUSA
  2. 2.Faculty of MathematicsUniversität TübingenTübingenGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-011-4168-0
  • Copyright Information Kluwer Academic Publishers 2000
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-7923-6341-5
  • Online ISBN 978-94-011-4168-0
  • About this book