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Feynman-Kac Formulae
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ISBN
:
9780387202686
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Publisher
:
Springer
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Subject
:
Physics, Mathematics, Business & Management
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Binding
:
HARDCOVER
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Pages
:
566
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Year
:
2004
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17059.0
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16376.0
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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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