Feynman-Kac Particle Integration with Geometric Interacting Jumps

Pierre Del Moral, Pierre E. Jacob, Anthony Lee, Lawrence Murray, Gareth W. Peters

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	830-871
Journal	Stochastic Analysis and Applications
Volume	31
Issue number	5
DOIs	https://doi.org/10.1080/07362994.2013.817247
Publication status	Published - 3 Sept 2013

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title = "Feynman-Kac Particle Integration with Geometric Interacting Jumps",

author = "{Del Moral}, Pierre and Jacob, {Pierre E.} and Anthony Lee and Lawrence Murray and Peters, {Gareth W.}",

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T1 - Feynman-Kac Particle Integration with Geometric Interacting Jumps

AU - Del Moral, Pierre

AU - Jacob, Pierre E.

AU - Lee, Anthony

AU - Murray, Lawrence

AU - Peters, Gareth W.

PY - 2013/9/3

Y1 - 2013/9/3

U2 - 10.1080/07362994.2013.817247

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EP - 871

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

IS - 5

ER -