Branching and interacting particle systems, approximations of Feynman-Kac formulae with applications to non linear filtering

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Branching and interacting particle systems, approximations of Feynman-Kac formulae with applications to non linear filtering

Pierre Del Moral, Laurent Miclo

Autre Première publication : 1999

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Branching and interacting particle systems, approximations of Feynman-Kac formulae with applications to non linear filtering

Branching and interacting particle systems, approximations of Feynman-Kac formulae with applications to non linear filtering

Laboratoire de statistique et probabilités, Université Paul Sabatier (Toulouse) · 1999