Feynman-Kac Formulae

出版者:Springer Verlag

作者:Moral, Pierre Del

页数:574

出版时间:2004-3

价格:$ 134.47

装帧:HRD

isbn号码:9780387202686

图书标签:数学费曼贝叶斯Sequential-Monte-CarloParticle-Filter

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.