Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering

Pierre Del Moral; Laurent Miclo

Séminaire de probabilités de Strasbourg (2000)

  • Volume: 34, page 1-145

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Del Moral, Pierre, and Miclo, Laurent. "Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering." Séminaire de probabilités de Strasbourg 34 (2000): 1-145. <http://eudml.org/doc/114038>.

@article{DelMoral2000,
author = {Del Moral, Pierre, Miclo, Laurent},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {nonlinear filtering; interacting particle systems; Feynman-Kac formulae},
language = {eng},
pages = {1-145},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering},
url = {http://eudml.org/doc/114038},
volume = {34},
year = {2000},
}

TY - JOUR
AU - Del Moral, Pierre
AU - Miclo, Laurent
TI - Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
JO - Séminaire de probabilités de Strasbourg
PY - 2000
PB - Springer - Lecture Notes in Mathematics
VL - 34
SP - 1
EP - 145
LA - eng
KW - nonlinear filtering; interacting particle systems; Feynman-Kac formulae
UR - http://eudml.org/doc/114038
ER -

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Citations in EuDML Documents

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  1. Pierre Del Moral, L. Miclo, Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
  2. Mohamed El Makrini, Benjamin Jourdain, Tony Lelièvre, Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
  3. Mathias Rousset, On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes
  4. Pierre Del Moral, L. Miclo, Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
  5. Pierre Del Moral, Laurent Miclo, On the stability of nonlinear Feynman-Kac semigroups
  6. Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh, A backward particle interpretation of Feynman-Kac formulae
  7. François Bolley, Arnaud Guillin, Florent Malrieu, Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
  8. Pierre Del Moral, Laurent Miclo, Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
  9. Pierre Del Moral, Nicolas G. Hadjiconstantinou, An introduction to probabilistic methods with applications

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