Numerical methods and stochastics. Proceedings of the workshop, Waterloo, Ontario, Canada, April 20--23, 1999 (Q1851345)

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Numerical methods and stochastics. Proceedings of the workshop, Waterloo, Ontario, Canada, April 20--23, 1999
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    Numerical methods and stochastics. Proceedings of the workshop, Waterloo, Ontario, Canada, April 20--23, 1999 (English)
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    16 December 2002
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    The articles of this volume will be reviewed individually. Indexed articles: \textit{Crisan, Dan}, Numerical methods for solving the stochastic filtering problem, 1-20 [Zbl 1031.60063] \textit{Crisan, D.; Lyons, T.}, Optimal filtering on discrete sets., 21-27 [Zbl 1081.93027] \textit{Del Moral, Pierre; Jacod, Jean}, The Monte-Carlo method for filtering with discrete-time observations: central limit theorems., 29-53 [Zbl 1111.60302] \textit{Guionnet, A.}, Approximations of Markovian nonlinear partial differential equations by particle systems., 55-63 [Zbl 1041.60076] \textit{Guionnet, A.}, Non Markovian limit diffusions and spin glasses., 65-74 [Zbl 1043.82021] \textit{Hazra, Subhendu B.; Viens, Frederi G.}, Towards pathwise stochastic fast dynamo in magneto-hydrodynamics., 75-89 [Zbl 1115.76422] \textit{Lyons, T. J.}, System control and rough paths., 91-99 [Zbl 1044.93009] \textit{Walsh, John B.; Walsh, Owen D.}, Embedding and the convergence of the binomial and trinomial tree schemes., 101-121 [Zbl 1081.60524]
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    Waterloo, Ontario (Canada)
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    Workshop
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    Proceedings
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    Numerical methods
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    Stochastics
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