Pages that link to "Item:Q3585323"
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The following pages link to Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323):
Displayed 31 items.
- Convergence to the equilibria for self-stabilizing processes in double-well landscape (Q373580) (← links)
- On the consistency of ensemble transform filter formulations (Q482720) (← links)
- A dynamical systems framework for intermittent data assimilation (Q533708) (← links)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Discrete-time mean-field stochastic \(H_2/H_\infty\) control (Q1697733) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Analysis of the feedback particle filter with diffusion map based approximation of the gain (Q2072660) (← links)
- Controlled interacting particle algorithms for simulation-based reinforcement learning (Q2107628) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- Discrete gradients for computational Bayesian inference (Q2297877) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
- <i>H</i><sub><i>∞</i></sub>Control for Continuous-Time Mean-Field Stochastic Systems (Q2828474) (← links)
- Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
- How to Avoid the Curse of Dimensionality: Scalability of Particle Filters with and without Importance Weights (Q4621283) (← links)
- Information upper bound for McKean–Vlasov stochastic differential equations (Q4993698) (← links)
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (Q5003656) (← links)
- Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler (Q5109769) (← links)
- Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter (Q5119640) (← links)
- McKean--Vlasov SDEs in Nonlinear Filtering (Q5163690) (← links)
- Data assimilation: The Schrödinger perspective (Q5230525) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (Q6050120) (← links)
- Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259) (← links)
- Analysis of the ensemble Kalman-Bucy filter for correlated observation noise (Q6126796) (← links)
- Singular kinetic equations and applications (Q6151951) (← links)
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390) (← links)