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