Pages that link to "Item:Q3585323"

The following pages link to Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323):

Displaying 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>_<i>∞</i>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)