Article Dans Une Revue Stochastic Processes and their Applications Année : 2011

Stability of Feynman–Kac formulae with path-dependent potentials

P. del Moral

Dates et versions

hal-02403312 , version 1 (10-12-2019)

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Nicolas Chopin, P. del Moral, S. Rubenthaler. Stability of Feynman–Kac formulae with path-dependent potentials. Stochastic Processes and their Applications, 2011, 121 (1), pp.38-60. ⟨10.1016/j.spa.2010.08.012⟩. ⟨hal-02403312⟩
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