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Article Dans Une Revue Stochastic Processes and their Applications Année : 2011

Stability of Feynman-Kac formulae with path-dependent potentials

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inria-00533438 , version 1 (06-11-2010)

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Pierre del Moral, Sylvain Rubenthaler, Nicolas Chopin. Stability of Feynman-Kac formulae with path-dependent potentials. Stochastic Processes and their Applications, 2011, 121 (1), pp.38-60. ⟨10.1016/j.spa.2010.08.012⟩. ⟨inria-00533438⟩
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