CUED Publications database

A backward particle interpretation of Feynman-Kac formulae

Del Moral, P and Doucet, A and Singh, SS (2010) A backward particle interpretation of Feynman-Kac formulae. ESAIM: Mathematical Modelling and Numerical Analysis, 44. pp. 947-975. ISSN 0764-583X

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Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 18 May 2016 18:22
Last Modified: 27 Aug 2016 07:30
DOI: