Résumé
La simulation de mesure de probabilités complexes sur des espaces de grandes dimensions est l’un des problèmes majeurs de l’ingénierie stochastique.
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Del Moral, P., Vergé, C. (2014). Mesures de Feynman-Kac et Méthodes Particulaires. In: Modèles et méthodes stochastiques. Mathématiques et Applications, vol 75. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54616-7_8
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DOI: https://doi.org/10.1007/978-3-642-54616-7_8
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