Conditional distributions, exchangeable particle systems, and stochastic partial differential equations

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 50, Issue 3, 2014, Pages 946-974

  Crisan, Dan ^a   Kurtz, Thomas G ^b   Lee, Yoonjung ^c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

^c HARVARD UNIVERSITY   (United States)

Author keywords

Assignment games; Auction based pricing; Conditional distributions; Exchangeable systems; Filtering equations; Measure valued processes; Quantile processes; Stochastic partial differential equations

Indexed keywords

EID: 84903595658     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1214/13-AIHP543     Document Type: Article

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