Pierre Del Moral Book order

Focusing on mean field particle models, this book offers a thorough mathematical analysis, emphasizing refined convergence in nonlinear Markov chain models. It explores diverse applications, including parameter estimation in hidden Markov models, stochastic optimization, and nonlinear filtering. Additionally, it addresses multiple target tracking, calibration, uncertainty propagation in numerical codes, rare event simulation, and concepts from financial mathematics, computational physics, and population biology.

Focusing on Feynman-Kac path distributions and interacting particle systems, this book explores their applications across biology, physics, and engineering. It provides a comprehensive and accessible discussion suitable for senior undergraduates to advanced researchers, emphasizing the connections between various fields. The author aims to present modern mathematical theories for analyzing the asymptotic behavior of these models, making it a valuable resource for those with a basic understanding of stochastic processes.