Stability of Feynman-Kac formulae with path-dependent potentials

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Publication:617910

DOI10.1016/j.spa.2010.08.012zbMath1222.93221arXiv0910.4870OpenAlexW1965584676MaRDI QIDQ617910

Pierre Del Moral, Sylvain Rubenthaler, Nicolas Chopin

Publication date: 14 January 2011

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

Full work available at URL: https://arxiv.org/abs/0910.4870




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