Free Access
Issue |
ESAIM: M2AN
Volume 44, Number 5, September-October 2010
Special Issue on Probabilistic methods and their applications
|
|
---|---|---|
Page(s) | 805 - 829 | |
DOI | https://doi.org/10.1051/m2an/2010043 | |
Published online | 26 August 2010 |
- H.A. Al-Mohssen and N.G. Hadjiconstantinou, Low-variance direct Monte Carlo simulations using importance weights. ESAIM: M2AN 44 (2010) 1069–1083. [CrossRef] [EDP Sciences] [Google Scholar]
- C. Baehr, Nonlinear filtering for observations on a random vector field along a random vector field along a random path. Application to atmospheric turbulent velocities. ESAIM: M2AN 44 (2010) 921–945. [Google Scholar]
- J.B. Bell, A.L. Garcia and S.H. Williams, Computational fluctuating fluid dynamics. ESAIM: M2AN 44 (2010) 1085–1105. [CrossRef] [EDP Sciences] [Google Scholar]
- F. Bernardin, M. Bossy, C. Chauvin, F. Jabir and A. Rousseau, Stochastic Lagrangian method for downscaling problems in meteorology. ESAIM: M2AN 44 (2010) 885–920. [CrossRef] [EDP Sciences] [Google Scholar]
- F. Bolley, A. Guillin and C. Villani, Quantitative concentration inequalities for empirical measures on non compact spaces. Prob. Theor. Relat. Fields 137 (2007) 541–593. [Google Scholar]
- F. Bolley, A. Guillin and F. Malrieu, Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation. ESAIM: M2AN 44 (2010) 867–884. [CrossRef] [EDP Sciences] [Google Scholar]
- N. Champagnat, M. Bossy and D. Talay, Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics. ESAIM: M2AN 44 (2010) 997–1048. [CrossRef] [EDP Sciences] [Google Scholar]
- D. Crisan and K. Manolarakis, Probabilistic methods for semilinear PDEs. Application to finance. ESAIM: M2AN 44 (2010) 1107–1133. [CrossRef] [EDP Sciences] [Google Scholar]
- P. Del Moral, Feynman-Kac formulae. Genealogical and interacting particle approximations, Series: Probability and Applications. Springer, New York (2004). [Google Scholar]
- P. Del Moral and A. Guionnet, On the stability of Measure Valued Processes with Applications to filtering. C. R. Acad. Sci. Paris, Sér. I 329 (1999) 429–434. [Google Scholar]
- P. Del Moral and A. Guionnet, On the stability of interacting processes with applications to filtering and genetic algorithms. Ann. Inst. Henri Poincaré 37 (2001) 155–194. [Google Scholar]
- P. Del Moral and L. Miclo, Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non-Linear Filtering, in Séminaire de Probabilités XXXIV, J. Azéma, M. Emery, M. Ledoux and M. Yor Eds., Lecture Notes in Mathematics 1729, Springer-Verlag, Berlin (2000) 1–145. [Google Scholar]
- P. Del Moral and L. Miclo, Asymptotic stability of non linear semigroup of Feynman-Kac type. Ann. Fac. Sci. Toulouse Math. 11 (2002) 135–175. [Google Scholar]
- P. Del Moral and L. Miclo, Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. ESAIM: PS 7 (2003) 171–208. [CrossRef] [EDP Sciences] [Google Scholar]
- P. Del Moral and E. Rio, Concentration inequalities for mean field particle models. Ann. Appl. Probab. (to appear). [Google Scholar]
- P. Del Moral, A. Doucet and S.S. Singh, A backward particle interpretation of Feynman-Kac formulae. ESAIM: M2AN 44 (2010) 947–975. [CrossRef] [EDP Sciences] [Google Scholar]
- A. Dembo and O. Zeitouni, Large Deviations Techniques and Applications. Jones and Barlett Publishers, Boston (1993). [Google Scholar]
- M. El Makrini, B. Jourdain and T. Lelièvre, Diffusion Monte Carlo method: Numerical analysis in a simple case. ESAIM: M2AN 41 (2007) 189–213. [CrossRef] [EDP Sciences] [Google Scholar]
- S.N. Ethier and T.G. Kurtz, Markov processes: characterization and convergence, Wiley Series Probability & Statistics. Wiley (1986). [Google Scholar]
- M. Freidlin, Functional integration and partial differential equations, Annals of Mathematics Studies 109. Princeton University Press (1985). [Google Scholar]
- B. Jourdain, R. Roux and T. Lelièvre, Existence, uniqueness and convergence of a particle approximation for the adaptive biasing force. ESAIM: M2AN 44 (2010) 831–865. [CrossRef] [EDP Sciences] [Google Scholar]
- M. Kac, On distributions of certain Wiener functionals. Trans. Amer. Math. Soc. 65 (1949) 1–13. [Google Scholar]
- I. Karatzas and S.E. Shreve, Brownian Motion and Stochastic Calculus, Graduate Texts in Mathematics. Springer (2004). [Google Scholar]
- T. Lelièvre, M. Rousset and G. Stoltz, Long-time convergence of an adaptive biasing force method. Nonlinearity 21 (2008) 1155–1181. [CrossRef] [MathSciNet] [Google Scholar]
- S. Lototsky, B. Rozovsky and X. Wan, Elliptic equations of higher stochastic order. ESAIM: M2AN 44 (2010) 1135–1153. [CrossRef] [EDP Sciences] [Google Scholar]
- F. Malrieu, Logarithmic Sobolev inequalities for some nonlinear PDE's. Stochastic Process. Appl. 95 (2001) 109–132. [Google Scholar]
- F. Malrieu, Convergence to equilibrium for granular media equations and their Euler schemes. Ann. Appl. Probab. 13 (2003) 540–560. [CrossRef] [MathSciNet] [Google Scholar]
- F. Malrieu and D. Talay, Concentration inequalities for Euler schemes, in Monte Carlo and Quasi Monte Carlo Methods 2004, H. Niederreiter and D. Talay Eds., Springer (2005) 355–372. [Google Scholar]
- M. Mascagni and N.A. Simonov, Monte Carlo methods for calculating some physical properties of large molecules. SIAM J. Sci. Comput. 26 (2004) 339–357. [CrossRef] [MathSciNet] [Google Scholar]
- H.P. McKean, Propagation of chaos for a class of non-linear parabolic equation, in Stochastic Differential Equations, Lecture Series in Differential Equations, Catholic Univ., Air Force Office Sci. Res., Arlington (1967) 41–57. [Google Scholar]
- S. Méléard, Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models, in Probabilistic Models for Nonlinear Partial Differential Equations 1627, Lecture Notes in Mathematics, Springer, Berlin-Heidelberg (1996) 44–95. [Google Scholar]
- S. Mischler and C. Mouhot, Quantitative uniform in time chaos propagation for Boltzmann collision processes. arXiv:1001.2994v1 (2010). [Google Scholar]
- O. Muscato, W. Wagner and V. Di Stefano, Numerical study of the systematic error in Monte Carlo schemes for semiconductors. ESAIM: M2AN 44 (2010) 1049–1068. [CrossRef] [EDP Sciences] [Google Scholar]
- P. Protter, Stochastic integration and differential equations, Stochastic Modelling and Applied Probability 21. Springer-Verlag, Berlin (2005). [Google Scholar]
- D. Revuz and M. Yor, Continuous martingales and Brownian motion. Springer-Verlag, New York (1991). [Google Scholar]
- M. Rousset, On the control of an interacting particle approximation of Schrödinger ground states. SIAM J. Math. Anal. 38 (2006) 824–844. [Google Scholar]
- M. Rousset, On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes. ESAIM: M2AN 44 (2010) 977–995. [CrossRef] [EDP Sciences] [Google Scholar]
- A.-S. Sznitman, Topics in propagation of chaos, in Lecture Notes in Math 1464, Springer, Berlin (1991) 164–251. [Google Scholar]
- D. Talay, Approximation of invariant measures on nonlinear Hamiltonian and dissipative stochastic different equations, in Progress in Stochastic Structural Dynamics 152, L.M.A.-C.N.R.S. (1999) 139–169. [Google Scholar]
- H. Tanaka, Stochastic differential equation corresponding to the spatially homogeneous Boltzmann equation of Maxwellian and non cut-off type. J. Fac. Sci. Univ. Tokyo, Sect. IA, Math. 34 (1987) 351–369. [Google Scholar]
- A.W. van der Vaart and J.A. Wellner, Weak Convergence and Empirical Processes. Second edition, Springer (2000). [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.