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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
CNRS - Centre National de la Recherche Scientifique : UMR7502, INPL - Institut National Polytechnique de Lorraine, Université Nancy 2, UHP - Université Henri Poincaré - Nancy 1, CRISAM - Inria Sophia Antipolis - Méditerranée , INRIA Lorraine
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https://hal-amu.archives-ouvertes.fr/hal-01479829
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Submitted on : Tuesday, February 28, 2017 - 10:24:29 PM
Last modification on : Thursday, January 20, 2022 - 5:28:25 PM

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  • HAL Id : hal-01479829, version 1

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Citation

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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