Feynman-Kac Formulae
Author | : Pierre Del Moral |
Publisher | : Springer Science & Business Media |
Total Pages | : 584 |
Release | : 2004-03-30 |
ISBN-10 | : 0387202684 |
ISBN-13 | : 9780387202686 |
Rating | : 4/5 (686 Downloads) |
Download or read book Feynman-Kac Formulae written by Pierre Del Moral and published by Springer Science & Business Media. This book was released on 2004-03-30 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.