Central limit theorem for nonlinear filtering and interacting particle systems

Authors
Moral, P. Del Guionnet, A.
Citation
Moral, P. Del et A. Guionnet,, Central limit theorem for nonlinear filtering and interacting particle systems, Annals of applied probability , 9(2), 1999, pp. 275-297
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
9
Issue
2
Year of publication
1999
Pages
275 - 297
Database
ACNP
SICI code
Abstract
Several random particle systems approaches were recently suggested to solve nonlinear filtering problems numerically. The present analysis is concerned with genetic-type interacting particle systems. Our aim is to study the fluctuations on path space of such particle-approximating models.