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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topDel 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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