Feynman-Kac Particle Integration with Geometric Interacting Jumps (Q2854342)
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scientific article; zbMATH DE number 6216439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac Particle Integration with Geometric Interacting Jumps |
scientific article; zbMATH DE number 6216439 |
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Feynman-Kac Particle Integration with Geometric Interacting Jumps (English)
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18 October 2013
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Feynman-Kac formulae
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interacting jump particle systems
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measure valued processes
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nonasymptotic bias and variance estimates
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