scientific article
From MaRDI portal
Publication:2836134
zbMath1368.60001MaRDI QIDQ2836134
Pierre Del Moral, Spiridon I. Penev
Publication date: 7 December 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
controlrankingdiffusion processstochastic processMarkov chainmartingalestatistical physicsdifferential geometrymathematical financegamblingstochastic analysisjump processnonlinear Markov processmean field modelpath space measures
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) Special processes (60Kxx)
Related Items (13)
Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices ⋮ Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models ⋮ A perturbation analysis of stochastic matrix Riccati diffusions ⋮ Modeling actin-myosin interaction: beyond the Huxley-Hill framework ⋮ A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles ⋮ On the stability of positive semigroups ⋮ Sweetest taboo processes ⋮ A note on random walks with absorbing barriers and sequential Monte Carlo methods ⋮ On the stability of matrix-valued Riccati diffusions ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ Anytime parallel tempering ⋮ Backward Nonlinear Smoothing Diffusions
This page was built for publication: