Abstract
This chapter offers a series of Feynman-Kac and interacting particle modeling recipes that can be combined with one another and applied to every application discussed in this book. We have chosen to present this catalog of Feynman-Kac techniques for several reasons.
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© 2004 Springer-Verlag New York, LLC
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Del Moral, P. (2004). Feynman-Kac and Interacting Particle Recipes. In: Feynman-Kac Formulae. Probability and its Applications. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9393-1_11
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DOI: https://doi.org/10.1007/978-1-4684-9393-1_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-1902-1
Online ISBN: 978-1-4684-9393-1
eBook Packages: Springer Book Archive