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Journal Articles Monte Carlo Methods and Applications Year : 2008

Some new simulation schemes for the evaluation of Feynman-Kac representations

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hal-01479829 , version 1 (28-02-2017)

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  • HAL Id : hal-01479829 , version 1

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Sylvain Maire, Etienne Tanré. Some new simulation schemes for the evaluation of Feynman-Kac representations. Monte Carlo Methods and Applications, 2008, 14 (1), pp.29-51. ⟨hal-01479829⟩
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