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On parallel implementation of Sequential Monte Carlo methods: the island particle model
(2013-06-17)Document de travail - Pré-publication -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication -
On the Mathematical foundations of Diffusion Monte Carlo
Document de travail - Pré-publication -
Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication -
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
(2023-03-24)Document de travail - Pré-publication -
An introduction to Wishart matrix moments
Document de travail - Pré-publication -
On one-dimensional Riccati diffusions
Document de travail - Pré-publication -
A variational approach to nonlinear and interacting diffusions
Document de travail - Pré-publication -
On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication