An official Journal of the Institute of Mathematical Statistics.
Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
P. Del Moral. (1998)
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
Martin Hutzenthaler, et al. (2012)
Large deviation asymptotics and control variates for simulating large functions
Sean P. Meyn. (2006)
