Feynman-Kac Formulae
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Originally published | March 30, 2004 |
Authors | Pierre Del Moral |
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ID | 2372490 |
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. . . .