Feynman-Kac Formulae

ISBN: 9780387202686

³ö°æÉç: Springer Verlag

³ö°æÄê: 2004-3

Ò³Êý: 574

¶¨¼Û: $ 134.47

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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.