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Feynman-Kac Formulae

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Originally published March 30, 2004
Authors Pierre Del Moral
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Date of Upd.
ID2372490
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About Feynman-Kac Formulae


This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations,and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. . . .

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