A backward Itô–Ventzell formula with an application to stochastic interpolation

Pierre Del Moral; Sumeetpal S. Singh

Comptes Rendus. Mathématique, Volume 358 (2020) no. 7 p. 881-886

A duality formula for Feynman–Kac path particle models

Pierre Del Moral; Robert Kohn; Frédéric Patras

Comptes Rendus. Mathématique, Volume 353 (2015) no. 5 p. 465-469

A new class of interacting Markov chain Monte Carlo methods

Pierre Del Moral; Arnaud Doucet

Comptes Rendus. Mathématique, Volume 348 (2010) no. 1 p. 79-83

On Laplace–Varadhan's integral lemma

Pierre Del Moral; Tim Zajic

Comptes Rendus. Mathématique, Volume 334 (2002) no. 8 p. 693-698