Etienne Pardoux – författare
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16 produkter
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Av Bernard Lapeyre, Etienne Pardoux m. fl.
Inbunden, 2003
985 kr
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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, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of …
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
Av Bernard Lapeyre, Etienne Pardoux m. fl.
Häftad, 2003
1206 kr
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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, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of …
Markov Processes and Applications
Algorithms, Networks, Genome and Finance
E-bok, 2008
1173 kr
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"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in …
Stochastic Epidemic Models with Inference
Av Tom Britton, Etienne Pardoux
Häftad, 2019
791 kr
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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 epidemics" which took place in Ziguinchor, Senegal, December 5–16, 2015. The text is divided into four parts, each based on …
Stochastic Epidemic Models with Inference
Av Etienne Pardoux, Tom Britton
E-bok, 2019
975 kr
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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 epidemics" which took place in Ziguinchor, Senegal, December 5–16, 2015. The text is divided into four parts, each based on …
Stochastic Partial Differential Equations
An Introduction
Häftad, 2021
769 kr
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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 studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population …
Stochastic Partial Differential Equations
An Introduction
E-bok, 2021
957 kr
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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 studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population …
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Av Etienne Pardoux, Aurel Rӑşcanu
Inbunden, 2014
944 kr
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This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the …
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Av Aurel R?scanu, Etienne Pardoux
E-bok, 2014
1948 kr
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This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the …
Probabilistic Models of Population Evolution
Scaling Limits, Genealogies and Interactions
Häftad, 2016
366 kr
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This expository book presents the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) within the population. The author includes both models of finite populations, and limiting models as the size of the population tends to infinity. The size of …
Probabilistic Models of Population Evolution
Scaling Limits, Genealogies and Interactions
E-bok, 2016
408 kr
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This expository book presents the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) within the population. The author includes both models of finite populations, and limiting models as the size of the population tends to infinity. The size of …
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
Av Etienne Pardoux, Aurel Rӑşcanu
Häftad, 2016
1532 kr
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This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the …
Ecole d'Ete de Probabilites de Saint-Flour XIX - 1989
Av Alain-Sol Sznitman, Etienne Pardoux m. fl.
E-bok, 2006
668 kr
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Ecole d'Ete de Probabilites de Saint-Flour XIX - 1989
Av Donald L. Burkholder, Etienne Pardoux m. fl.
Häftad, 1991
497 kr
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Méthodes de Monte-Carlo pour les équations de transport et de diffusion
Av Bernard Lapeyre, Etienne Pardoux m. fl.
Häftad, 1997
421 kr
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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 techniques de simulation, de réduction de variance et de suites à discrépance faible, les auteurs traitent en détail le cas des …
Stochastic Filtering at Saint-Flour
Av Nicole El Karoui, Etienne Pardoux m. fl.
Häftad, 2012
367 kr
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El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.
