Hakutulokset: Kirjoja kirjailijalta Étienne Pardoux
yhteensä 15 hakutulosta
Probabilistic Models of Population Evolution
This expository book presents the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) within the population. The …
Stochastic Partial Differential Equations
This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are …
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and …
Stochastic Filtering at Saint-Flour
El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur …
Stochastic Epidemic Models with Inference
Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "Stochastic models of …
Stochastic Epidemic Models with Inference
Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "e;Stochastic models of …
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, …
Méthodes de Monte-Carlo pour les équations de transport et de diffusion
Le but de ce livre est de donner une introduction aux méthodes de Monte-Carlo orientée vers la résolution des équations aux dérivées partielles. Après des rappels sur les …
Stochastic Partial Differential Equations
This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are …
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and …
Probabilistic Models of Population Evolution
This expository book presents the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) within the population. The …