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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: 07 Mar 2014 11:20
Last Modified: 30 Jun 2014 01:09
DOI: 10.1051/m2an/2010048

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