Abstract
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.
Citation
P. Del Moral. A. Guionnet. "Central limit theorem for nonlinear filtering and interacting particle systems." Ann. Appl. Probab. 9 (2) 275 - 297, May 1999. https://doi.org/10.1214/aoap/1029962742
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