Editors:
Besides articles, this volume contains a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1729)
Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)
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Table of contents (20 chapters)
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Front Matter
About this book
Keywords
- Bessel process
- Brownian motion
- Feynman-Kac formula
- Markov process
- Martingale
- Random variable
- Stochastic processes
- Variance
- diffusion process
- filtration
- hitting time
- interacting particle system
- local time
- random measure
- stochastic process
Bibliographic Information
Book Title: Seminaire de Probabilites XXXIV
Editors: Jacques Azéma, Michel Ledoux, Michel Émery, Marc Yor
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0103797
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2000
Softcover ISBN: 978-3-540-67314-9Published: 06 May 2000
eBook ISBN: 978-3-540-46413-6Published: 06 May 2007
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VIII, 440
Topics: Probability Theory