Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
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|Pierre Del Moral|
|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.|
|Math Topics:||Partial Differential Equations, Stochastic Processes|
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