Litt´ erature
1. H. Abbey. An examination of the Reed-Frost theory of epidemics, Hum. Biol.,
vol. 24, no. 201 (1952).
2. J. L. Anderson, S. L. Anderson. A Monte Carlo implementation of the
nonlinear filtering problem to produce ensemble assimilations and forecasts.
Monthly Weather Review, vol. 127, no. 12, pp. 2741–2758 (1999).
3. C. Andrieu, A. Doucet, R. Holenstein. Particle Markov chain Monte Carlo
methods J. R. Statist. Soc. B, 72, Part 3, pp. 269-342 (2010)
4. C. Akerblom. Tracking Mobile Phones in Urban Areas. Thesis for the degree
of Licenciate of engineering. Chalmers Goteborg University (2000).
5. S. Asmussen, and H. Hering. Branching Processes. Birkh¨ auser, Boston (1983).
6. S. Asmussen, P.W. Glynn. Stochastic Simulation. Algorithms and Analysis.
Springer Series : Stochastic modelling and applied probability, vol. 57 (2007).
7. C. Baehr. Probabilistic models for atmospheric turbulence to filter measurements with particle approximations, Ph.D. thesis, Paul Sabatier University,
Toulouse, Speciality : Applied Mathematics, Option Probability (2008).
8. V. Bally and D. Talay. The law of the Euler scheme for stochastic differential
equations. Probability Theory and Related Fields, vol. 104, no. 1, pp. 43–60
(1996).
9. M. Barnsley, fractal everywhere, San Diego, Academic Press (1988).
10. Bartoli N. et Del Moral P. Simulation et Algorithmes Stochastiques,
C´ epadu` es ´ editions (2001).
11. M. Bena¨ ım. Vertex-reinforced radnom walks and a conjecture of Pemantle.
Ann. Probab., vol. 25, pp. 361–392 (1997).
12. M. Bena¨ ım, M. Ledoux, and O. Raimond. Self-interacting diffusions. Prob.
Theory Related Fields, vol. 122, pp. 1–41 (2002).
13. M. Bena¨ ım, O. Raimond. Self-interacting diffusions, II : convergence in law.
Ann. Inst. H. Poincar´ e, prob. stat., vol. 39, pp. 1043–1055 (2003).
14. M. Bena¨ ım, O. Raimond. Self-interacting diffusions, III : symmetric interactions. Ann. Probab., vol. 33, pp. 1716–1759 (2005).
15. M. Bena¨ ım S. Schreiber, and P. Tarr` es. Generalized urn models of evoutionary processes. Ann. Appl. Prob, vol. 14, pp. 1455–1478 (2004).
P. Del Moral and C. Vergé, Modèles et méthodes stochastiques,
Mathématiques et Applications 75, DOI: 10.1007/978-3-642-54616-7,
Ó Springer-Verlag Berlin Heidelberg 2014
4 7 9
1. H. Abbey. An examination of the Reed-Frost theory of epidemics, Hum. Biol.,
vol. 24, no. 201 (1952).
2. J. L. Anderson, S. L. Anderson. A Monte Carlo implementation of the
nonlinear filtering problem to produce ensemble assimilations and forecasts.
Monthly Weather Review, vol. 127, no. 12, pp. 2741–2758 (1999).
3. C. Andrieu, A. Doucet, R. Holenstein. Particle Markov chain Monte Carlo
methods J. R. Statist. Soc. B, 72, Part 3, pp. 269-342 (2010)
4. C. Akerblom. Tracking Mobile Phones in Urban Areas. Thesis for the degree
of Licenciate of engineering. Chalmers Goteborg University (2000).
5. S. Asmussen, and H. Hering. Branching Processes. Birkh¨ auser, Boston (1983).
6. S. Asmussen, P.W. Glynn. Stochastic Simulation. Algorithms and Analysis.
Springer Series : Stochastic modelling and applied probability, vol. 57 (2007).
7. C. Baehr. Probabilistic models for atmospheric turbulence to filter measurements with particle approximations, Ph.D. thesis, Paul Sabatier University,
Toulouse, Speciality : Applied Mathematics, Option Probability (2008).
8. V. Bally and D. Talay. The law of the Euler scheme for stochastic differential
equations. Probability Theory and Related Fields, vol. 104, no. 1, pp. 43–60
(1996).
9. M. Barnsley, fractal everywhere, San Diego, Academic Press (1988).
10. Bartoli N. et Del Moral P. Simulation et Algorithmes Stochastiques,
C´ epadu` es ´ editions (2001).
11. M. Bena¨ ım. Vertex-reinforced radnom walks and a conjecture of Pemantle.
Ann. Probab., vol. 25, pp. 361–392 (1997).
12. M. Bena¨ ım, M. Ledoux, and O. Raimond. Self-interacting diffusions. Prob.
Theory Related Fields, vol. 122, pp. 1–41 (2002).
13. M. Bena¨ ım, O. Raimond. Self-interacting diffusions, II : convergence in law.
Ann. Inst. H. Poincar´ e, prob. stat., vol. 39, pp. 1043–1055 (2003).
14. M. Bena¨ ım, O. Raimond. Self-interacting diffusions, III : symmetric interactions. Ann. Probab., vol. 33, pp. 1716–1759 (2005).
15. M. Bena¨ ım S. Schreiber, and P. Tarr` es. Generalized urn models of evoutionary processes. Ann. Appl. Prob, vol. 14, pp. 1455–1478 (2004).
P. Del Moral and C. Vergé, Modèles et méthodes stochastiques,
Mathématiques et Applications 75, DOI: 10.1007/978-3-642-54616-7,
Ó Springer-Verlag Berlin Heidelberg 2014
4 7 9