A perturbation analysis of stochastic matrix Riccati diffusions-Reference-Cited by-同舟云学术

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A perturbation analysis of stochastic matrix Riccati diffusions

Published:2020-05-01 Issue:2 Volume:56 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Bishop Adrian N.,Del Moral Pierre,Niclas Angèle

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aihp/1584345623

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Analysis of the ensemble Kalman–Bucy filter for correlated observation noise;The Annals of Applied Probability;2024-02-01

2. On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering;Mathematics of Control, Signals, and Systems;2023-05-19

3. A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters;The Annals of Applied Probability;2023-04-01

4. Asymptotic behavior of the forecast–assimilation process with unstable dynamics;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-02-01

5. Backward Itô–Ventzell and stochastic interpolation formulae;Stochastic Processes and their Applications;2022-12

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