An Introduction to probabilistic methods, with applications.

Pierre Del Moral 1 Hadjiconstantinou Nicolas G.
1 ALEA - Advanced Learning Evolutionary Algorithms
Inria Bordeaux - Sud-Ouest, UB - Université de Bordeaux, CNRS - Centre National de la Recherche Scientifique : UMR5251
Abstract : 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.
Type de document :
Article dans une revue
ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2010, Special Issue on Probabilistic methods and their applications, 44, pp.805 - 829. 〈10.1051/m2an/2010043〉
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Soumis le : samedi 6 novembre 2010 - 10:40:05
Dernière modification le : jeudi 11 janvier 2018 - 06:22:36

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Pierre Del Moral, Hadjiconstantinou Nicolas G.. An Introduction to probabilistic methods, with applications.. ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2010, Special Issue on Probabilistic methods and their applications, 44, pp.805 - 829. 〈10.1051/m2an/2010043〉. 〈inria-00533434〉

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