Special Issue on Probabilistic methods and their applications

Sommaire

Foreword
p. 803
An introduction to probabilistic methods with applications
p. 805-829
Existence, uniqueness and convergence of a particle approximation for the adaptive biasing force process
p. 831-865
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
p. 867-884
Stochastic lagrangian method for downscaling problems in computational fluid dynamics
p. 885-920
Nonlinear filtering for observations on a random vector field along a random path. Application to atmospheric turbulent velocities
p. 921-945
A backward particle interpretation of Feynman-Kac formulae
p. 947-975
On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes
p. 977-995
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
p. 997-1048
Numerical study of the systematic error in Monte Carlo schemes for semiconductors
p. 1049-1068
Low-variance direct Monte Carlo simulations using importance weights
p. 1069-1083
Computational fluctuating fluid dynamics
p. 1085-1105
Probabilistic methods for semilinear partial differential equations. Applications to finance
p. 1107-1133
Elliptic equations of higher stochastic order
p. 1135-1153