most citedOn the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

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math.PR2010★ 2 cited

On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

Francois Caron, Pierre Del Moral, Michele Pace +1

We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence p…