Annealed Feynman-Kac models

Communications in Mathematical Physics

Volumn 235, Issue 2, 2003, Pages 191-214

  Del Moral, P ^a   Miclo, L ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038306846     PISSN: 00103616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00220-003-0802-z     Document Type: Review

References (10)

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3. Del Moral, P., Miclo, L.: On the convergence and the applications of the generalized simulated annealing. SIAM J. Cont. Optim. 37(4), 1222-1250 (1999)
4. Del Moral, P., Miclo, L.: Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering. In: Séminaire de Probabilités, XXXIV. Berlin: Springer, 2000, pp. 1-145
5. Del Moral, P., Miclo, L.: Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Preprint, publications du Laboratoire de Statistique et Probabilités, no 2001-08, 2001
6. Dembo, A., Zeitouni. O.: Large Deviations Techniques and Applications. Boston, London: Jones and Bartlett, 1993
7. Duflo, M.: Random iterative models. Berlin: Springer-Verlag, 1997. Translated from the 1990 French original by Stephen S. Wilson and revised by the author
8. Dupuis, P., Ellis, R.: A weak convergence approach to the theory of large deviations. New York: John Wiley & Sons Inc., 1997. A Wiley-Interscience Publication
9. Holley, R., Stroock, D.: Simulated annealing via Sobolev inequalities. Commun. Math. Phys. 115, 553-569 (1988)
10. Miclo, L.: Recuit simulé sans potentiel sur un ensemble fini. In: Séminaire de Probabilités XXVI, J. Azéma, P.A. Meyer, M. Yor (eds), Lecture Notes in Mathematics 1526, Berlin-Heidelberg-New York: Springer-Verlag, 1992, pp. 47-60