A backward particle interpretation of Feynman-Kac formulae (Q4933350)
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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 |
Statements
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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0.8045040369033813
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0.7951422333717346
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0.7899660468101501
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