Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae

10.1016/j.spa.2012.02.002

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Main Authors:	Whiteley, N., Kantas, N., Jasra, A.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Feynman-Kac formulae Multiplicative drift condition Non-asymptotic variance
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125057
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-125057
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spelling	sg-nus-scholar.10635-1250572023-10-30T09:51:55Z Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae Whiteley, N. Kantas, N. Jasra, A. STATISTICS & APPLIED PROBABILITY Feynman-Kac formulae Multiplicative drift condition Non-asymptotic variance 10.1016/j.spa.2012.02.002 Stochastic Processes and their Applications 122 4 1840-1865 STOPB 2016-06-02T10:30:17Z 2016-06-02T10:30:17Z 2012-04 Article Whiteley, N., Kantas, N., Jasra, A. (2012-04). Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae. Stochastic Processes and their Applications 122 (4) : 1840-1865. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spa.2012.02.002 03044149 http://scholarbank.nus.edu.sg/handle/10635/125057 000304132800027 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Feynman-Kac formulae Multiplicative drift condition Non-asymptotic variance
spellingShingle	Feynman-Kac formulae Multiplicative drift condition Non-asymptotic variance Whiteley, N. Kantas, N. Jasra, A. Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
description	10.1016/j.spa.2012.02.002
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Whiteley, N. Kantas, N. Jasra, A.
format	Article
author	Whiteley, N. Kantas, N. Jasra, A.
author_sort	Whiteley, N.
title	Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
title_short	Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
title_full	Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
title_fullStr	Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
title_full_unstemmed	Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
title_sort	linear variance bounds for particle approximations of time-homogeneous feynman-kac formulae
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125057
_version_	1781789976685445120

Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae

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