Feynman-Kac Particle Integration with Geometric Interacting Jumps

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.\}",

year = "2013",

month = sep,

day = "3",

doi = "10.1080/07362994.2013.817247",

language = "English",

volume = "31",

pages = "830--871",

journal = "Stochastic Analysis and Applications",

issn = "0736-2994",

publisher = "Taylor \& Francis",

number = "5",

}

TY - JOUR

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

DO - 10.1080/07362994.2013.817247

M3 - Article

SN - 0736-2994

VL - 31

SP - 830

EP - 871

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

IS - 5

ER -