Central limit theorem for nonlinear filtering and interacting particle systems
type: Item
instance of: scholarly article
title: Central limit theorem for nonlinear filtering and interacting particle systems
zbMATH Open document ID: 0938.60022
published in: The Annals of Applied Probability
publication date: 1999-11-14T00:00:00Z
review text: The authors are concerned with the genetic-type interacting particle systems introduced by the first named author [Markov Process. Relat. Fields 2, No. 4, 555-580 (1996; Zbl 0879.60042)]. They study the fluctuations on path spaces of such systems in order to use the results for solving nonlinear filtering problems numerically.
reviewed by: Marius Iosifescu
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 62L20
zbMATH DE Number: 1346296
zbMATH Keywords: genetic-type interacting particle systems
zbMATH Keywords: fluctuations on path spaces
Wikidata QID: Q56503233
author: Pierre Del Moral
author: Alice Guionnet
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1029962742
OpenAlex ID: W1991485569
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DOI: 10.1214/AOAP/1029962742
description: scientific article; zbMATH DE number 1346296