A duality formula for Feynman–Kac path particle models

Comptes Rendus Mathematique 2015 / 05 Vol. 353; Iss. 5

A duality formula for Feynman–Kac path particle models

Del Moral, Pierre, Kohn, Robert, Patras, Frédéric
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Volume:
353
Journal:
Comptes Rendus Mathematique
DOI:
10.1016/j.crma.2015.02.008
Date:
May, 2015
File:
PDF, 403 KB
2015
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