An Introduction to probabilistic methods, with applications.
Idioma
en
Article de revue
Este ítem está publicado en
ESAIM: Mathematical Modelling and Numerical Analysis. 2010-08-26, vol. 44, p. 805 - 829
EDP Sciences
Resumen en inglés
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 ...Leer más >
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.< Leer menos
Orígen
Importado de HalCentros de investigación