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Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications

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Visit this site: http://www.lsp.ups-tlse.fr/Delmoral/gips.html

Author:Pierre Del Moral
Description: Description of a published book on Feynman-Kac path measures and their genealogical and interacting particle interpretations, with a range of applications including statistical physics, biology, and advanced engineering sciences. The site features PostScript files of the book's preface, contents, preferences, and corrections/improvements, together with links to research articles on associated topics. Topics covered in the book include spectral analysis of Feynman-Kac-Schrodinger operators, Dirichlet problems with boundary conditions, finance, molecular analysis, rare events and directed polymers simulation, genetic algorithms, Metropolis-Hastings type models, as well as filtering problems and hidden Markov chains.

Levels: Research
Languages: English
Resource Types: Books
Math Topics: Partial Differential Equations, Stochastic Processes

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