Perfect simulation for the Feynman-Kac law on the path space
  This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity. 
Christophe Andrieu, Nicolas Chopin (CREST, ENSAE), Arnaud Doucet,   Sylvain Rubenthaler (JAD)
math.PR math.ST stat.TH