Error Calculus for Finance and Physics: The Language of Dirichlet Forms
Error Calculus for Finance and Physics: The Language of Dirichlet Forms
Our primary objective herein is not to determine how approximate calculations introduce errors into situations with accurate hypotheses, but instead to study how rigorous calculations transmit errors due to inaccurate parameters or hypotheses. Unlike quantities represented by entire numbers, the continuous quantities generated from physics, economics or engineering sciences, as represented by one or several real numbers, are compromised by errors. The choice of a relevant mathematical language f