Feynman-Kac Formulae
Genealogical and Interacting Particle Systems with Applications
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
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Produktdetails
- ISBN: 978-1-4684-9393-1
- EAN: 9781468493931
- Produktnummer: 38246830
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 556 S.
- Plattform: PDF
- Auflage: 2004
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