A duality formula for Feynman–Kac path particle models

Document type :
Journal articles
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01289272
Contributor : Patras Frédéric <>
Submitted on : Wednesday, March 16, 2016 - 2:22:58 PM
Last modification on : Monday, January 15, 2018 - 12:20:02 PM

Identifiers

Collections

Citation

Pierre Del Moral, Robert Kohn, Frédéric Patras. A duality formula for Feynman–Kac path particle models. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2015, 353 (5), pp.465-469. ⟨http://www.sciencedirect.com/science/article/pii/S1631073X15000618⟩. ⟨10.1016/j.crma.2015.02.008⟩. ⟨hal-01289272⟩

Share

Metrics

Record views

135