$$L^p$$Lp-independence of spectral radius for generalized Feynman–Kac semigroups
Sign Up to like & getrecommendations! Published in 2019 at "Mathematische Annalen"
DOI: 10.1007/s00208-018-1746-0
Abstract: Under mild conditions on measures used in the perturbation, we establish the $$L^p$$Lp-independence of spectral radius for generalized Feynman–Kac semigroups without assuming the irreducibility and the boundedness of the function appeared in the continuous additive… read more here.
Keywords: spectral radius; radius generalized; independence spectral; feynman kac ... See more keywords
Feynman–Kac theorem in random environments and partial integro-differential equations
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.01.076
Abstract: Abstract We prove a Feynman–Kac-type theorem for jump-diffusion models in random environments. We consider the Cauchy and Dirichlet problems. Our results enable us to calculate some conditional expectations using related partial integro-differential equations (PIDEs) and… read more here.
Keywords: integro differential; random environments; partial integro; feynman kac ... See more keywords
A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
Sign Up to like & getrecommendations! Published in 2018 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2017.04.007
Abstract: This article provides a new theory for the analysis of forward and backward particle approximations of Feynman–Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation is required… read more here.
Keywords: first order; analysis; propagation chaos; particle models ... See more keywords
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
Sign Up to like & getrecommendations! Published in 2017 at "Bernoulli"
DOI: 10.3150/14-bej680
Abstract: Sequential and Quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these population… read more here.
Keywords: nonasymptotic analysis; monte carlo; particle; feynman kac ... See more keywords