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MR1768060 (2001g:60091) 60G35 (60F05 60G57 60J57 60J80 60K35 62L20 82C80 92D25)
Del Moral, P.; Miclo, L. Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering. Séminaire de Probabilités, XXXIV, 1–145, Lecture Notes in Math., 1729, Springer, Berlin, 2000.
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