4 citations · 5 across the 2 of their papers we have counts for
2 papers
math.NA2011★ 4 cited
On the concentration properties of Interacting particle processes
Pierre Del Moral, Peng Hu, Liming Wu
These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle pro…
math.NA2010★ 1 cited
Snell envelope with path dependent multiplicative optimality criteria
Pierre Del Moral, Peng Hu, Nadia Oudjane
We analyze the Snell envelope with path dependent multiplicative optimality criteria. Especially for this case, we propose a variation of the Snell envelope backward recursion whic…