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Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate.
Communication dans un congrès -
Tree based functional expansions for Feynman--Kac particle models
(The Annals of Applied Probability. pp. 778–825, 2009)Article de revue -
Genetic genealogical models in rare event analysis
(2006)Rapport -
About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae
(Stoch. Anal. Appl. vol. 25, n° 3, pp. 519-575, 2007)Article de revue -
Stability of Feynman-Kac formulae with path-dependent potentials
(Stochastic Processes and their Applications. vol. 121, n° 1, pp. 38-60, 2011)Article de revue -
Interacting path systems for credit portfolios risk analysis
(2010)Rapport -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
(Stochastic Systems. vol. 6, n° 2, pp. 367 - 419, 2016-12)Article de revue