Nonlinear filtering: Interacting particle resolution

DOI10.1016/S0764-4442(97)84778-7zbMath0890.60096OpenAlexW2076448662MaRDI QIDQ4379176

Pierre Del Moral

Publication date: 12 May 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(97)84778-7

zbMATH Keywords

convergence resultspropagation of chaosoptimal filterinteracting particle approximations

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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