A Moran particle system approximation of Feynman-Kac formulae (Q1411885)
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scientific article; zbMATH DE number 2000169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Moran particle system approximation of Feynman-Kac formulae |
scientific article; zbMATH DE number 2000169 |
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A Moran particle system approximation of Feynman-Kac formulae (English)
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3 November 2003
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weighted sampling Moran processes
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measure valued dynamical systems defined by Feynman-Kac formulae
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quantitative weak propagation of chaos
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nonlinear filtering
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interacting particle scheme
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convergence
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