The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off


  1. D. Blount and M.A. Kouritzin, Rates for branching particle approximations of continuous-discrete filters, (in preparation), 1999. Math. Reviews number not avilable
  2. D. Crisan and P. Del Moral and T.J. Lyons, Non linear filtering using branching and interacting particle systems, Markov Processes and Related Fields, 5 (3): 293-319, 1999. Math. Review 2000f:93087
  3. P. Del Moral, Measure valued processes and interacting particle systems. Application to non linear filtering problems, The Annals of Applied Probability, 8 (2):438-495, 1998. Math. Review 99c:60213
  4. P. Del Moral, Non linear filtering: interacting particle solution, Markov Processes and Related Fields, 2 (4):555-581, 1996. Math. Review 97k:60175
  5. P. Del Moral and L. Miclo, Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non Linear Filtering, In J. AzÈma and M. Emery and M. Ledoux and M. Yor, Séminare de ProbabilitÈs XXXIV, Lecture Notes in Mathematics, Vol. 1729, pages 1-145. Springer-Verlag, 2000. Math. Review 2001g:60091
  6. R.L. Dobrushin, Central limit theorem for nonstationary Markov chains, I, Theor. Prob. Appl., 1, 66-80, 1956. Math. Review 19,184h
  7. R.L. Dobrushin, Central limit theorem for nonstationary Markov chains, II, Theor. Prob. Appl., 1, 330-385, 1956. Math. Review 20 #3592
  8. J. Jacod and A.N. Shiryaev, Limit Theorems for Stochastic Processes. A Series of Comprehensive Studies in Mathematics 288. Springer-Verlag, 1987. Math. Review 89k:60044
  9. T. Shiga and H. Tanaka, Central limit theorem for a system of Markovian particles with mean field interaction, Zeitschrift f¸r Wahrscheinlichkeitstheorie verwandte Gebiete, 69, 439-459, 1985. Math. Review 88a:60056
  10. A.N. Shiryaev, Probability. Number 95 in Graduate Texts in Mathematics. Springer-Verlag, New-York, Second Edition, 1996. Math. Review 97c:60003

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.