Calcul Des Barrages-Voûtes

Calcul des variations stochastique pour les martingales

Let (Mt)t∈IR+ be a real locally integrable martingale starting from 0, with jumps of height one on a probability space (Ω, (Ft),F∞, P ), with the decomposition M = M c + X − ν, where (M c t )t∈IR+ is the continuous part of (Mt)t∈IR+ , (Xt)t∈IR+ is a point process on IR+ independent of (M c t )t∈IR+ , and (νt)t∈IR+ is the compensator of (Xt)t∈IR+ . Let β =< M c > denote the quadratic variation o...

Calcul des adjoints et programmation paresseuse

Nous présentons une réalisation purement fonctionnelle et paresseuse de la technique du mode inverse de différentiation algorithmique. Cette technique, qui permet de calculer de manière précise et efficace les dérivées des expressions numériques dans un programme, est devenue indispensable dans plusieurs branches de programmation scientifique. Le mode inverse ou adjoint demande souvent l’usage ...

Suite Du Mémoire Sur Le Calcul Des

I have observed at the same time that it was not necessary in this case to understand, by the proper probability of a fact, the ratio of the number of combinations where it takes place, with the total number of combinations. For example, if in a deck of ten cards one has drawn one of them, & if a witness says to me that this is such a card in particular, the proper probability of this fact, whi...

Sur Application Du Calcul Des Probabilités Aux

We determine the length of a great arc, on the surface of the Earth, by a chain [422] of triangles which are supported on a base measured with exactitude. But whatever precision that we bring into the measure of the angles, their inevitable errors can, by accumulating, deviate sensibly from the truth, the value of the arc that we have concluded from a great number of triangles. We know therefor...

Théorie du contrôle optimal et calcul des variations