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Feynman-Kac Formulae
Genealogical and Interacting Particle Systems with Applications
Authors
576 pages
More about the book
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.
Book variant
2011, paperback
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