Stability of Feynman-Kac formulae with path-dependent potentials
hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
dc.contributor.author | DEL MORAL, Pierre | |
hal.structure.identifier | Laboratoire Jean Alexandre Dieudonné [JAD] | |
dc.contributor.author | RUBENTHALER, Sylvain | |
hal.structure.identifier | Centre de Recherche en Économie et Statistique [CREST] | |
dc.contributor.author | CHOPIN, Nicolas | |
dc.date.issued | 2011 | |
dc.identifier.issn | 0304-4149 | |
dc.language.iso | en | |
dc.publisher | Elsevier | |
dc.title.en | Stability of Feynman-Kac formulae with path-dependent potentials | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1016/j.spa.2010.08.012 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.identifier.arxiv | 0910.4870 | |
bordeaux.journal | Stochastic Processes and their Applications | |
bordeaux.page | 38-60 | |
bordeaux.volume | 121 | |
bordeaux.issue | 1 | |
bordeaux.peerReviewed | oui | |
hal.identifier | inria-00533438 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//inria-00533438v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastic%20Processes%20and%20their%20Applications&rft.date=2011&rft.volume=121&rft.issue=1&rft.spage=38-60&rft.epage=38-60&rft.eissn=0304-4149&rft.issn=0304-4149&rft.au=DEL%20MORAL,%20Pierre&RUBENTHALER,%20Sylvain&CHOPIN,%20Nicolas&rft.genre=article |
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