Feynman Kac Formulae

Feynman Kac Formulae
Author : Pierre Del Moral
Publisher : Springer Science & Business Media
Total Pages : 556
Release : 2012-12-06
ISBN 10 : 9781468493931
ISBN 13 : 1468493930
Language : EN, FR, DE, ES & NL

Feynman Kac Formulae Book Description:

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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