A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos

Pierre Del Moral 1 Ajay Jasra 2
1 CQFD - Quality control and dynamic reliability
IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
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https://hal.inria.fr/hal-01669381
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Submitted on : Wednesday, December 20, 2017 - 7:00:57 PM
Last modification on : Thursday, January 11, 2018 - 6:22:12 AM

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Pierre Del Moral, Ajay Jasra. A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos. Stochastic Processes and their Applications, Elsevier, 2018, 128 (1), pp.332 - 353. ⟨10.1016/j.spa.2017.04.007⟩. ⟨hal-01669381⟩

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