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Feynman-Kac measures and Interacting Particle systems :

Selected studies on : Measure valued processes and stochastic partial differential equations

This webpage presents an overview of resources related to the use of particle methods in solving measure valued processes This list of topics is clearly far from being exhaustive, and it is partially biased towards my work on stochastic particle models. More references and links to this subject can be added on demand. This webpage also contains some articles on the mathematical foundations of particle algorithms, and sequential Monte Carlo methodology. We also recommend to consult the related webpages