A backward particle interpretation of Feynman-Kac formulae (Q4933350): Difference between revisions

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Latest revision as of 07:20, 3 July 2024

scientific article; zbMATH DE number 5798939
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English
A backward particle interpretation of Feynman-Kac formulae
scientific article; zbMATH DE number 5798939

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    A backward particle interpretation of Feynman-Kac formulae (English)
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    12 October 2010
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    Feynman-Kac models
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    mean field particle algorithms
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    functional central limit theorems
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    exponential concentration
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    non asymptotic estimates
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    convergence filtering
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    hidden Markov models
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    Schrödinger equations
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    numerical example
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