Central limit theorem for nonlinear filtering and interacting particle systems
Del Moral, P. ; Guionnet, A.
Ann. Appl. Probab., Tome 9 (1999) no. 1, p. 275-297 / Harvested from Project Euclid
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Several random particle systems approaches were recently suggested to solve nonlinear filtering problems numerically. The present analysis is concerned with genetic-type interacting particle systems. Our aim is to study the fluctuations on path space of such particle-approximating models.
Publié le : 1999-05-14
Classification:  Central limit,  interacting random processes,  filtering,  stochastic approximation,  60F05,  60G35,  93E11,  62L20 
@article{1029962742,
     author = {Del Moral, P. and Guionnet, A.},
     title = {Central limit theorem for nonlinear filtering and interacting
		 particle systems},
     journal = {Ann. Appl. Probab.},
     volume = {9},
     number = {1},
     year = {1999},
     pages = { 275-297},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1029962742}
}

Del Moral, P.; Guionnet, A. Central limit theorem for nonlinear filtering and interacting
		 particle systems. Ann. Appl. Probab., Tome 9 (1999) no. 1, pp.  275-297. http://gdmltest.u-ga.fr/item/1029962742/