Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
type: Item
instance of: scholarly article
title: Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
zbMATH Open document ID: 1262.60076
author: Nick Whiteley
author: Nikolas Kantas
author: Ajay Jasra
published in: Stochastic Processes and their Applications
publication date: 2012-06-01T00:00:00Z
full work available at URL: https://arxiv.org/abs/1108.3988
Mathematics Subject Classification ID: 60J35
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 37A30
zbMATH DE Number: 6040305
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: Markov kernel
zbMATH Keywords: non-asymptotic variance
zbMATH Keywords: multiplicative drift condition
zbMATH Keywords: multiplicative ergodic theorem
zbMATH Keywords: Cox-Ingersoll-Ross process
MaRDI profile type: Publication
OpenAlex ID: W2138086114
arXiv ID: 1108.3988
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DOI: 10.1016/J.SPA.2012.02.002
reviewed by: Wolfgang Freudenberg
description: scientific article; zbMATH DE number 6040305