Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures
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Publication:3446960
DOI10.1080/07362990701282666zbMath1117.60087OpenAlexW2088472612MaRDI QIDQ3446960
Pierre Del Moral, Laurent Miclo
Publication date: 27 June 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701282666
propagation of chaosparticle systemsFeynman-Kac formulaegenealogical particle algorithmspath-valued Markov processes
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Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo ⋮ Convergence of \(U\)-statistics for interacting particle systems ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ On the anticipative nonlinear filtering problem and its stability ⋮ Feynman-Kac Particle Integration with Geometric Interacting Jumps
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