DEL MORAL, Pierre; NICOLAS G., Hadjiconstantinou

doi:10.1051/m2an/2010043

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DEL MORAL, Pierre
Advanced Learning Evolutionary Algorithms [ALEA]

NICOLAS G., Hadjiconstantinou
Massachusetts Institute of Technology [MIT]

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ESAIM: Mathematical Modelling and Numerical Analysis. 2010-08-26, vol. 44, p. 805 - 829

EDP Sciences

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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.< Réduire

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An Introduction to probabilistic methods, with applications.

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