Particle motions in absorbing medium with hard and soft obstacles

Stochastic Analysis and Applications

Volumn 22, Issue 5, 2004, Pages 1175-1207

  Del Moral, Pierre ^a   Doucet, Arnaud ^b  

^a CNRS   (France)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 5644220547     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200026444     Document Type: Article

References (9)

1. Burdzy, K.; Holyst, R.; March, P. A Fleming-Viot particle representation of Dirichlet laplacian. Commun. Math. Phys. 2000, 214, 679-703.
2. Del Moral, P.; Miclo, L. Particle Approximations of Lyapunov Exponents Connected to Schrödinger Operators and Feynman-Kac Semigroups. Publications du Laboratoire de Statistiques et Probabilités: Toulouse III, 2001.
3. 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, Lecture Notes in Mathematics 1729; Azéma, J., Émery, M., Ledoux, M., Yor, M., Eds.; 2000; 1-145.
4. Aldous, D.; Vazirani, U.V. Go With the Winners Algorithms. IEEE Symposium on Foundations of Computer Science, 1994, 492-501.
5. Del Moral, P.; Guionnet, A. On the stability of interacting processes with applications to filtering and genetic algorithms. Annales de l'Institut Henri Poincaré 2001, 37 (2), 155-194.
6. Del Moral, P.; Kouritzin, M.; Miclo, L. On a class of discrete generation interacting particle systems. Electronic Journal of Probability 2001, http://www.math.washington.edu/~ejpecp.
7. Del Moral, P.; Miclo, L. Genealogies and increasing propagations of chaos for Feynman-Kac and genetic models. Ann. App. Prob. 2001, 11 (4), 1166-1198.
8. Cérou, F.; Del Moral, P.; Le Gland, F.; Lézaud, P. Genealogical Models in Rare Event Analysis. Publications du Laboratoire de Statistiques et Probabilités: Toulouse III, 2002.
9. Shiryaev, A. N. Probability, 2nd Ed.; Graduate Texts in Mathematics 95; Springer-Verlag: New York, 1996.