Download this PDF file Fullscreen Fullscreen Off
References
- D. Blount and M.A. Kouritzin, Rates for branching particle approximations of continuous-discrete filters, (in preparation), 1999. Math. Reviews number not avilable
- 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
- 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
- P. Del Moral, Non linear filtering: interacting particle solution, Markov Processes and Related Fields, 2 (4):555-581, 1996. Math. Review 97k:60175
- P. Del Moral and L. Miclo, Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non Linear Filtering, In J. AzÃma and M. Emery and M. Ledoux and M. Yor, SÃ©minare de ProbabilitÃs XXXIV, Lecture Notes in Mathematics, Vol. 1729, pages 1-145. Springer-Verlag, 2000. Math. Review 2001g:60091
- R.L. Dobrushin, Central limit theorem for nonstationary Markov chains, I, Theor. Prob. Appl., 1, 66-80, 1956. Math. Review 19,184h
- R.L. Dobrushin, Central limit theorem for nonstationary Markov chains, II, Theor. Prob. Appl., 1, 330-385, 1956. Math. Review 20 #3592
- 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
- T. Shiga and H. Tanaka, Central limit theorem for a system of Markovian particles with mean field interaction, Zeitschrift fÂ¸r Wahrscheinlichkeitstheorie verwandte Gebiete, 69, 439-459, 1985. Math. Review 88a:60056
- A.N. Shiryaev, Probability. Number 95 in Graduate Texts in Mathematics. Springer-Verlag, New-York, Second Edition, 1996. Math. Review 97c:60003
This work is licensed under a Creative Commons Attribution 3.0 License.