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

Pierre del Moral; Ajay Jasra

doi:10.1016/j.spa.2017.04.007

Journal Articles Stochastic Processes and their Applications Year : 2018

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

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Pierre del Moral

Function : Author
PersonId : 740764
IdHAL : pierre-del-moral
ORCID : 0000-0003-1151-6662
IdRef : 034604073

Quality control and dynamic reliability

Ajay Jasra

Function : Author
PersonId : 854882

National University of Singapore

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Mathematics [math] Probability [math.PR]

Pierre Del Moral : Connect in order to contact the contributor

https://hal.inria.fr/hal-01669381

Submitted on : Wednesday, December 20, 2017-7:00:57 PM

Last modification on : Friday, March 24, 2023-2:53:06 PM

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hal-01669381 , version 1 (20-12-2017)

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HAL Id : hal-01669381 , version 1
DOI : 10.1016/j.spa.2017.04.007

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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, 2018, 128 (1), pp.332 - 353. ⟨10.1016/j.spa.2017.04.007⟩. ⟨hal-01669381⟩

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

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