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Feynman-Kac Formulae

  • Pierre Del Moral
Part of the Probability and its Applications book series (PIA)

Abstract

In this chapter, we introduce the mathematical structure of Feynman-Kac models.

Keywords

Markov Chain Potential Function Elementary Transition Recursive Equation Markov Transition 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, LLC 2004

Authors and Affiliations

  • Pierre Del Moral
    • 1
  1. 1.Laboratoire de Statistique et ProbabilitésUniversité Paul SabatierToulouse, Cedex 4France

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