A Moran particle system approximation of Feynman-Kac formulae

DOI10.1016/S0304-4149(99)00094-0zbMath1030.65004OpenAlexW2104175475WikidataQ55881302 ScholiaQ55881302MaRDI QIDQ1411885

Pierre Del Moral, Laurent Miclo

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00094-0

zbMATH Keywords

convergencenonlinear filteringinteracting particle schememeasure valued dynamical systems defined by Feynman-Kac formulaequantitative weak propagation of chaosweighted sampling Moran processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic particle methods (65C35)

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Cites Work

• Ecole d'Eté de probabilités de Saint-Flour XXI - 1991, du 18 Août au 4 Septembre, 1991
• Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
• Stochastic particle approximations for generalized Boltzmann models and convergence estimates
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