Some new simulation schemes for the evaluation of Feynman-Kac representations

Sylvain Maire 1 Etienne Tanré 2
1 MNC - Modélisation Numérique et Couplages
2 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
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https://hal-amu.archives-ouvertes.fr/hal-01479829
Contributor : William Domingues Vinhas <>
Submitted on : Tuesday, February 28, 2017 - 10:24:29 PM
Last modification on : Wednesday, April 17, 2019 - 2:30:21 PM

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Sylvain Maire, Etienne Tanré. Some new simulation schemes for the evaluation of Feynman-Kac representations. Monte Carlo Methods and Applications, De Gruyter, 2008, 14 (1), pp.29-51. ⟨hal-01479829⟩

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