Genealogical and Interacting Particle Models
This chapter is devoted to particle interpretations of Feynman-Kac models. From the discussion given in the introduction, these particle models can be sought in many different ways, depending on the application we have in mind. For this reason, we have chosen to describe these models as an abstract stochastic linearization technique for solving nonlinear and measure-valued equations. The second part of this chapter is concerned with genealogical tree-based particle interpretations of Feynman-Kac models in path space.
KeywordsParticle Model Path Space Markov Transition Particle Approximation Markov Kernel
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