Numerical methods and stochastics /
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| Meeting name: | Workshop on Numerical Methods and Stochastics (1999 : Fields Institute for Research in Mathematical Sciences) |
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| Imprint: | Providence, R.I. : American Mathematical Society, c2002. |
| Description: | v, 121 p. : ill. ; 26 cm. |
| Language: | English |
| Series: | Fields Institute communications, 1069-5265 ; v. 34 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4797909 |
Table of Contents:
- Numerical methods for solving the stochastic filtering problem
- Optimal filtering on discrete sets
- The Monte-Carlo method for filtering with discrete-time observations: Central limit theorems
- Approximations of Markovian non linear partial differential equations by particle systems
- Non-Markovian limit diffusions and spin glasses
- Towards pathwise stochastic fast dynamo in magneto-hydrodynamics
- System control and rough paths
- Embedding and the convergence of the binomial and trinomial tree schemes
