\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures (Q847756)
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English | \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures |
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\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures (English)
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19 February 2010
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time-inhomogeneous Markov processes
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Feynman-Kac formula
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Dirichlet forms
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Poincaré inequalities
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logarithmic Sobolev inequalities
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Markov semigroups
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\(L^p\) estimates
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Markov chain Monte Carlo
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sequential Monte Carlo
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importance sampling
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