A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (Q2042659)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces |
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A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (English)
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21 July 2021
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ancestral lines
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contraction inequalities
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Dyson-Phillips expansions
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Feynman-Kac formulae
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genealogical trees
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Gibb-Glauber dynamics
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interacting particle systems
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propagation of chaos properties
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