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Pierre Del Moral

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Stand Alone

Feynman-Kac formulae
On the Concentration Properties of Interacting Particle Processes
Mean Field Simulation for Monte Carlo Integration
Mean Field Simulation for Monte Carlo Integration
Mean Field Simulation for Monte Carlo Integration
Feynman-Kac formulae: genealogical and interacting particle systems with applications
Numerical Methods in Finance
Numerical Methods in Finance Bordeaux, June 2010
Feynman-Kac Formulae Genealogical and Interacting Particle Systems with Applications