\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures (Q847756): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2009173356 / rank | |||
Normal rank |
Revision as of 18:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures |
scientific article |
Statements
\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures (English)
0 references
19 February 2010
0 references
time-inhomogeneous Markov processes
0 references
Feynman-Kac formula
0 references
Dirichlet forms
0 references
Poincaré inequalities
0 references
logarithmic Sobolev inequalities
0 references
Markov semigroups
0 references
\(L^p\) estimates
0 references
Markov chain Monte Carlo
0 references
sequential Monte Carlo
0 references
importance sampling
0 references