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• W2469853811 abstract "We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not well defined after a given random time. We present a method based on a new particle system which is always well define. Moreover , we provide sufficient conditions ensuring that the particle method converges uniformly in time. We also show that this method provides an approximation method for the quasi-stationary distribution of Markov processes. Our results are illustrated by their application to a neutron transport model." @default.
• W2469853811 created "2016-07-22" @default.
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• W2469853811 date "2016-06-29" @default.
• W2469853811 modified "2023-09-27" @default.
• W2469853811 title "Non-failable approximation method for conditioned distributions" @default.
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