Seminaire de Probabilites XXXIV
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Beschreibung
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.
Besides articles, this volume contains a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering
Autor*in
J. Azema
Themen in »Seminaire de Probabilites XXXIV«
Bessel process Brownian motion Feynman-Kac formula Markov process Martingale Random variable Stochastic processes Variance diffusion process filtration hitting time interacting particle system local time random measure stochastic process