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Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae (2012)

First Author: Whiteley N

Attributed to: Control For Energy and Sustainability funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2012.02.002

Publication URI: http://dx.doi.org/10.1016/j.spa.2012.02.002

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 4