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. Pierre Del Moral, Laurent Miclo, On the stability of nonlinear Feynman-Kac semigroups
  3. Mathias Rousset, On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes
  4. Mohamed El Makrini, Benjamin Jourdain, Tony Lelièvre, Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
  5. Pierre Del Moral, L. Miclo, Particle approximations of Lyapunov exponents connected to Schrödinger operators and 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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