On one-dimensional Riccati diffusions (Q1737966)

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On one-dimensional Riccati diffusions
scientific article

    Statements

    title
    On one-dimensional Riccati diffusions (English)
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    author
    Bruno Rémillard
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    Adrian N. Bishop
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    Pierre Del Moral
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    Kengo Kamatani
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    publication date
    24 April 2019
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    zbMATH Keywords
    ensemble Kalman filters
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    quadratic stochastic differential equations
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    Riccati diffusions
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    uniform fluctuation estimates
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    uniform stability estimates
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    Identifiers

    DOI
    10.1214/18-AAP1431
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    Mathematics Subject Classification ID
    60H10
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    60G52
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    93E11
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    60G99
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    zbMATH DE Number
    7047446
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