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20072009
most citedEstimating the multivariate extremal index function

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math.PR2009

Stability of Feynman-Kac formulae with path-dependent potentials

Nicolas Chopin, Pierre Del Moral, Sylvain Rubenthaler

Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state traject…