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MR2044973 (2005f:60003) 60-02 (47D08 60G35 60J10 60K35 82-02 82C22 82C80 92D25)
Del Moral, Pierre Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Probability and its Applications (New York). Springer-Verlag, New York, 2004. xviii+555 pp. ISBN: 0-387-20268-4
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