McKean--Vlasov SDEs in Nonlinear Filtering
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/20M1355197
Reference27 articles.
1. An ensemble Kalman-Bucy filter for continuous data assimilation
2. Perturbations and projections of Kalman–Bucy semigroups
3. On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
4. Entropies, convexity, and functional inequalities, On $\Phi $-entropies and $\Phi $-Sobolev inequalities
5. On a robust version of the integral representation formula of nonlinear filtering
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