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Volumn 6, Issue , 2001, Pages 1-26

On a class of discrete generation interacting particle systems

Author keywords

Central limit theorem; Feynman Kac formulas; Genetic algorithms; Interacting particle systems; Stochastic approximations

Indexed keywords


EID: 0012023934     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v6-89     Document Type: Article
Times cited : (23)

References (10)
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    • 0001524126 scopus 로고    scopus 로고
    • Non linear filtering using branching and interacting particle systems
    • D. Crisan and P. Del Moral and T.J. Lyons, Non linear filtering using branching and interacting particle systems, Markov Processes and Related Fields, 5(3):293-319, 1999.
    • (1999) Markov Processes and Related Fields , vol.5 , Issue.3 , pp. 293-319
    • Crisan, D.1    Del Moral, P.2    Lyons, T.J.3
  • 3
    • 0032221182 scopus 로고    scopus 로고
    • Measure valued processes and interacting particle systems. Application to non linear filtering problems
    • P. Del Moral, Measure valued processes and interacting particle systems. Application to non linear filtering problems, The Annals of Applied Probability, 8(2):438-495, 1998.
    • (1998) The Annals of Applied Probability , vol.8 , Issue.2 , pp. 438-495
    • Del Moral, P.1
  • 4
    • 0001534675 scopus 로고    scopus 로고
    • Non linear filtering: Interacting particle solution
    • P. Del Moral, Non linear filtering: interacting particle solution, Markov Processes and Related Fields, 2(4):555-581, 1996.
    • (1996) Markov Processes and Related Fields , vol.2 , Issue.4 , pp. 555-581
    • Del Moral, P.1
  • 5
    • 0002936641 scopus 로고    scopus 로고
    • Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non Linear Filtering
    • J. Azema and M. Emery and M. Ledoux and M. Yor, Lecture Notes in Mathematics, Springer-Verlag
    • P. Del Moral and L. Miclo, Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non Linear Filtering, In J. Azema and M. Emery and M. Ledoux and M. Yor, Séminaire de Probabilités XXXIV, Lecture Notes in Mathematics, Vol. 1729, pages 1-145. Springer-Verlag, 2000.
    • (2000) Séminaire De Probabilités XXXIV , vol.1729 , pp. 1-145
    • Del Moral, P.1    Miclo, L.2
  • 6
    • 0002434884 scopus 로고
    • Central limit theorem for nonstationary Markov chains, I
    • R.L. Dobrushin, Central limit theorem for nonstationary Markov chains, I, Theor. Prob. Appl., 1, 66-80, 1956.
    • (1956) Theor. Prob. Appl , vol.1 , pp. 66-80
    • Dobrushin, R.L.1
  • 7
    • 0002434884 scopus 로고
    • Central limit theorem for nonstationary Markov chains, II
    • R.L. Dobrushin, Central limit theorem for nonstationary Markov chains, II, Theor. Prob. Appl., 1, 330-385, 1956.
    • (1956) Theor. Prob. Appl , vol.1 , pp. 330-385
    • Dobrushin, R.L.1
  • 9
  • 10
    • 0004225404 scopus 로고    scopus 로고
    • Number 95 in Graduate Texts in Mathematics. Springer-Verlag, New-York, Second Edition
    • A.N. Shiryaev, Probability. Number 95 in Graduate Texts in Mathematics. Springer-Verlag, New-York, Second Edition, 1996.
    • (1996) Probability
    • Shiryaev, A.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.