Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures

DOI10.1080/07362990701282666zbMath1117.60087OpenAlexW2088472612MaRDI QIDQ3446960

Pierre Del Moral, Laurent Miclo

Publication date: 27 June 2007

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701282666

zbMATH Keywords

propagation of chaosparticle systemsFeynman-Kac formulaegenealogical particle algorithmspath-valued Markov processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) (L^p)-limit theorems (60F25)

Related Items (5)

Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo ⋮ Convergence of \(U\)-statistics for interacting particle systems ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ On the anticipative nonlinear filtering problem and its stability ⋮ Feynman-Kac Particle Integration with Geometric Interacting Jumps

Cites Work

• Unnamed Item
• Ecole d'Eté de probabilités de Saint-Flour XXI - 1991, du 18 Août au 4 Septembre, 1991
• Stochastic particle approximations for generalized Boltzmann models and convergence estimates
• On a class of discrete generation interacting particle systems

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