A monotonicity property for random walk in a partially random environment
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References listed on IDEAS
- Chopin, N. & Del Moral, P. & Rubenthaler, S., 2011.
"Stability of Feynman-Kac formulae with path-dependent potentials,"
Stochastic Processes and their Applications,
Elsevier, vol. 121(1), pages 38-60, January.
- Nicolas CHOPIN & Pierre DEL MORAL & Sylvain RUBENTHALER, 2010. "Stability of Feynman-Kac Formulae with Path-dependent Potentials," Working Papers 2010-03, Center for Research in Economics and Statistics.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters,in: Theory Of Valuation, chapter 5, pages 129-164 World Scientific Publishing Co. Pte. Ltd..
- van Handel, Ramon, 2009. "Uniform time average consistency of Monte Carlo particle filters," Stochastic Processes and their Applications, Elsevier, vol. 119(11), pages 3835-3861, November.
More about this item
KeywordsRandom walk in a random environment; Monotonicity of speed; Lace expansion;
StatisticsAccess and download statistics
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