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Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
Hardcover
Series: Probability and Its Applications
General MathematicsPhysicsProbability & Statistics
ISBN13: 9780387202686
Publisher: Springer
Published: Mar 30 2004
Pages: 556
Weight: 1.76
Height: 1.10 Width: 6.20 Depth: 9.20
Language: English
This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. With practical and easy to use references as well as deeper and modern mathematics studies, the book will be of use to advanced undergraduates as well as to engineers and researchers in pure and applied mathematics, statistics, physics, biology, and operation research.
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del Moral, Pierre
Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
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