On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters (Q2957559): Difference between revisions

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Revision as of 08:02, 13 July 2024

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On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters
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    On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters (English)
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    26 January 2017
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    extended Kalman-Bucy filter
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    ensemble Kalman filters
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    mean field particle systems
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    stochastic Riccati matrix equation
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    propagation of chaos
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    uniform estimates
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    Monte Carlo methods
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