A Moran particle system approximation of Feynman-Kac formulae

Stochastic Processes and their Applications

Volumn 86, Issue 2, 2000, Pages 193-216

  Moral, P Del ^a   Miclo, L ^a  

^a CNRS   (France)

Author keywords

Measure valued dynamical systems defined by Feynman Kac formulae; Nonlinear filtering; Quantitative weak propagation of chaos; Weighted sampling Moran processes

Indexed keywords

EID: 0007461162     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00094-0     Document Type: Article

References (12)

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