Feynman-Kac particle integration with geometric interacting jumps (Q2854342)
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scientific article; zbMATH DE number 6216439
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| English | Feynman-Kac particle integration with geometric interacting jumps |
scientific article; zbMATH DE number 6216439 |
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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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0.7787836194038391
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0.778477668762207
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0.7762224078178406
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0.7709059715270996
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