Pages that link to "Item:Q2179615"
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The following pages link to A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615):
Displayed 12 items.
- On one-dimensional Riccati diffusions (Q1737966) (← links)
- Mean field limit of ensemble square root filters -- discrete and continuous time (Q2072657) (← links)
- Backward Itô-Ventzell and stochastic interpolation formulae (Q2093696) (← links)
- A backward Itô-Ventzell formula with an application to stochastic interpolation (Q2213080) (← links)
- MSE bounds for estimators of matrix functions (Q2226459) (← links)
- On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
- Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients (Q4628336) (← links)
- A Note on Riccati Matrix Difference Equations (Q5081086) (← links)
- An explicit Floquet-type representation of Riccati aperiodic exponential semigroups (Q5855346) (← links)
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (Q6050120) (← links)
- A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters (Q6103998) (← links)
- Analysis of the ensemble Kalman-Bucy filter for correlated observation noise (Q6126796) (← links)