ENGLISH

Feynman-Kac Formulae

By Pierre Moral

Book information

Publisher
Springer
Year
2004
ISBN
0387202684, 9780387202686
Language
english
Format
DJVU
Filesize
4 MB (4164929 bytes)
Edition
1
Pages
446\446
Time added
2012-02-04 16:00:00

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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