Feynman-Kac formulae. Genealogical and Interacting particle systems with applications. P. Del Moral

This book 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. Topics include spectral analysis of Feynman-Kac-Schrodinger operators, Dirichlet problems with boundary conditions, finance, molecular analysis, rare events and directed polymers simulation, genetic algorithms, Metropolis-Has…