An Introduction to probabilistic methods, with applications.
hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
dc.contributor.author | DEL MORAL, Pierre | |
hal.structure.identifier | Massachusetts Institute of Technology [MIT] | |
dc.contributor.author | NICOLAS G., Hadjiconstantinou | |
dc.date.issued | 2010-08-26 | |
dc.identifier.issn | 0764-583X | |
dc.description.abstractEn | This special volume of the ESAIM Journal, Mathematical Modelling and Numerical Analysis, contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide a brief presentation of the main contributions presented in this special volume. We have also included an introduction to classic probabilistic methods and a presentation of the more recent particle methods, with a synthetic picture of their mathematical foundations and their range of applications. | |
dc.language.iso | en | |
dc.publisher | EDP Sciences | |
dc.title.en | An Introduction to probabilistic methods, with applications. | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1051/m2an/2010043 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.journal | ESAIM: Mathematical Modelling and Numerical Analysis | |
bordeaux.page | 805 - 829 | |
bordeaux.volume | 44 | |
bordeaux.peerReviewed | oui | |
hal.identifier | inria-00533434 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//inria-00533434v1 | |
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