书目名称 | Seminaire de Probabilites XXXIV |
编辑 | Jacques Azéma,Michel Ledoux,Marc Yor |
视频video | |
概述 | Besides articles, this volume contains a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo. |
出版日期 | Book 2000 |
关键词 | Bessel process; Brownian motion; Feynman-Kac formula; Markov process; Martingale; Random variable; Stochas |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0103797 |
isbn_softcover | 978-3-540-67314-9 |
isbn_ebook | 978-3-540-46413-6Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 2000 |