On the stability and the uniform propagation of chaos of a class of extended ensemble Kalman-Bucy filters (Q2957559)
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scientific article; zbMATH DE number 6678565
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| English | On the stability and the uniform propagation of chaos of a class of extended ensemble Kalman-Bucy filters |
scientific article; zbMATH DE number 6678565 |
Statements
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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0.8932172060012817
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0.838526725769043
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0.8128139972686768
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0.7926963567733765
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