Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures

DOI10.1080/07362990701282666zbMath1117.60087MaRDI QIDQ3446960

Pierre Del Moral, Laurent Miclo

Publication date: 27 June 2007

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

Full work available at URL: https://doi.org/10.1080/07362990701282666

zbMATH Keywords

propagation of chaos; particle systems; Feynman-Kac formulae; genealogical particle algorithms; path-valued Markov processes

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J25: Continuous-time Markov processes on general state spaces

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60F25: (L^p)-limit theorems

Related Items

Convergence of \(U\)-statistics for interacting particle systems, A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces, On the anticipative nonlinear filtering problem and its stability, Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo, Feynman-Kac Particle Integration with Geometric Interacting Jumps

Cites Work

• Unnamed Item
• Ecole d'Eté de probabilités de Saint-Flour XXI - 1991, du 18 Août au 4 Septembre, 1991
• Stochastic particle approximations for generalized Boltzmann models and convergence estimates
• On a class of discrete generation interacting particle systems