Feynman-Kac Formulae

This title contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and the... » 

This title contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. «