Interacting Brownian particles with strong repulsion

Artikel in diesem Heft

1. Titelei
2. Optimal Estimation of Amplitude and Phase Modulated Signals
3. Some generic properties in backward stochastic differential equations with continuous coefficient
4. A stochastic quantization method for nonlinear problems
5. Convergence of Numerical Schemes for Stochastic Differential Equations
6. A STOCHASTIC PARTICLE METHOD FOR THE SOLUTION OF A 1D VISCOUS SCALAR CONSERVATION LAW IN A BOUNDED INTERVAL
7. Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations
8. A Monte Carlo method to compute the exchange coefficient in the double porosity model
9. A Monte Carlo Algorithm for a Lottery Problem
10. Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation
11. Interacting Brownian particles with strong repulsion
12. Non-Markovian Optimal Prediction
13. Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion
14. A view on Noncommutative Large Deviations from a theory of Noncommutative Capacities
15. A SIMPLE VARIANCE REDUCTION METHOD WITH APPLICATIONS TO FINANCE AND QUEUEING THEORY
16. A generalization of the Connection Between the Additive and Multiplicative Solutions for the Smoluchowski’s Coagulation Equation
17. A RJMCMC Algorithm for Object Processes in Image Processing
18. Stochastic algorithms for studying coagulation dynamics and gelation phenomena
19. Generalized Quantum Statistics and Testing of Randomizers with and without Asymptotic Assumptions
20. Monte-Carlo approximations for 2d homogeneous Boltzmann equations without cutoff and for non Maxwell molecules
21. Efficient schemes for the weak approximation of reflected diffusions
22. On Smoluchowski Equations for Coagulation Processes with Multiple Absorbing States
23. Editorial Board