Feynman-Kac Particle Integration with Geometric Interacting Jumps (Q2854342)

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Feynman-Kac Particle Integration with Geometric Interacting Jumps
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    Feynman-Kac Particle Integration with Geometric Interacting Jumps (English)
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    18 October 2013
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    Feynman-Kac formulae
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    interacting jump particle systems
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    measure valued processes
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    nonasymptotic bias and variance estimates
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