Feynman-Kac Formulae

Feynman-Kac Formulae
Author :
Publisher : Springer Science & Business Media
Total Pages : 567
Release :
ISBN-10 : 9781468493931
ISBN-13 : 1468493930
Rating : 4/5 (31 Downloads)

Book Synopsis Feynman-Kac Formulae by : Pierre Del Moral

Download or read book Feynman-Kac Formulae written by Pierre Del Moral and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 567 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.


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