La théorie des probabilités et des processus stochastiques est sans aucun doute l'un des plus imp...

This monograph presents some new concentration inequalities for Feynman-Kac particle processes.It...

The central theme of this book concerns Feynman-Kac path distributions, interacting particle syst...

This volume encloses research articles that were presented at the EVOLVE 2014 International Confe...

This book comprises a selection of extended abstracts and papers presented at the EVOLVE 2012 hel...

Numerical methods in finance have emerged as a cornerstone at the crossroads of probability theor...

This book comprises a selection of extended abstracts and papers presented at the EVOLVE 2012 hel...

This book comprises a selection of papers from the EVOLVE 2012 held in Mexico City, Mexico. The a...

The aim of this book is to provide a strong theoretical support for understanding and analyzing t...

Random matrix theory plays a central role in statistical physics, computational mathematics and e...

The aim of this book is to provide a strong theoretical support for understanding and analyzing t...

Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...

In the last three decades, there has been a dramatic increase in the use of interacting particle ...

The central theme of this book concerns Feynman-Kac path distributions, interacting particle syst...

This book presents the first comprehensive and modern mathematical treatment of these mean field ...

Unlike traditional books presenting stochastic processes in an academic way, this book includes c...