On the stability of matrix-valued Riccati diffusions (Q2274203)
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scientific article
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| English | On the stability of matrix-valued Riccati diffusions |
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On the stability of matrix-valued Riccati diffusions (English)
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19 September 2019
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ensemble filtering methods
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ensemble Kalman-Bucy filters
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matrix quadratic stochastic differential equations
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matrix Riccati diffusion equations
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matrix Riccati equations
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uniform fluctuation estimates
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uniform stability estimates
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0.8683252334594727
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0.8260293006896973
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0.8176714777946472
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0.8039747476577759
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