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Feynman-Kac Formulae

Language EnglishEnglish
Book Paperback
Book Feynman-Kac Formulae Pierre del Moral
Libristo code: 05128964
Publishers Springer-Verlag New York Inc., December 2011
This text takes readers in a clear and progressive format from simple to recent and advanced topics... Full description
? points 573 b
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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.

About the book

Full name Feynman-Kac Formulae
Author Pierre del Moral
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 556
EAN 9781441919021
ISBN 1441919023
Libristo code 05128964
Publishers Springer-Verlag New York Inc.
Weight 842
Dimensions 144 x 232 x 32

Categories

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Physics > Classical mechanics > Dynamics & statics
Economics, Finance, Business & Management > Business & Management > Management & management techniques
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Statistical physics
Technology, Engineering, Agriculture > Technology: general issues > Maths for engineers
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