Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering-Reference-Cited by-同舟云学术

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering

Published:2000 Issue: Volume: Page:1-145
ISSN:0075-8434
Container-title:Lecture Notes in Mathematics
language:
Short-container-title:

Author:

Del Moral P.,Miclo L.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0103798

Reference112 articles.

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5. R. Atar and O. Zeitouni. Lyapunov exponents for finite state space nonlinear filtering. Society for Industrial and Applied Mathematics. Journal on Control and Optimization, 35(1):36–55, January 1997.

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