A backward particle interpretation of Feynman-Kac formulae

ESAIM: Mathematical Modelling and Numerical Analysis

Volumn 44, Issue 5, 2010, Pages 947-975

  Del Moral, Pierre ^a   Doucet, Arnaud ^b,c   Singh, Sumeetpal S ^d  

^a INRIA   (France)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^d UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Exponential concentration; Feynman Kac models; Functional central limit theorems; Mean field particle algorithms; Non asymptotic estimates

Indexed keywords

EID: 77956776020     PISSN: 28227840     EISSN: 28047214     Source Type: Journal    
DOI: 10.1051/m2an/2010048     Document Type: Article

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