Feynman-Kac Formulae

Viac o knihe

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.