Use this URL to cite or link to this record in EThOS:
Title: The Signature in Numerical Algorithms
Author: Litterer, Christian
ISNI:       0000 0001 3610 9831
Awarding Body: Oxford
Current Institution: University of Oxford
Date of Award: 2008
Availability of Full Text:
Full text unavailable from EThOS.
Please contact the current institution’s library for further details.
Particle methods are widely used because they can provide accurate descriptions of evolving measures. Recently it has become clear that by stepping outside the Monte-Carlo paradigm these methods can be of higher order with effective and transparent error bounds. A weakness of particle methods (particularly in the higher order case) is the tendency for the number of particles to explode if the process is iterated and accuracy preserved.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available