Special Issue on Probabilistic methods and their applications

Sommaire

Foreword
An introduction to probabilistic methods with applications
Existence, uniqueness and convergence of a particle approximation for the adaptive biasing force process
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
Stochastic lagrangian method for downscaling problems in computational fluid dynamics
Nonlinear filtering for observations on a random vector field along a random path. Application to atmospheric turbulent velocities
A backward particle interpretation of Feynman-Kac formulae
On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
Numerical study of the systematic error in Monte Carlo schemes for semiconductors
Low-variance direct Monte Carlo simulations using importance weights
Computational fluctuating fluid dynamics
Probabilistic methods for semilinear partial differential equations. Applications to finance
Elliptic equations of higher stochastic order