A backward particle interpretation of Feynman-Kac formulae

Author： Del Moral Pierre   Doucet Arnaud   Singh Sumeetpal S.  

Publisher： Edp Sciences

E-ISSN： 1290-3841|44|5|947-975

ISSN： 0764-583x

Source： ESAIM: Mathematical Modelling and Numerical Analysis, Vol.44, Iss.5, 2010-08, pp. : 947-975

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