Kernel learning backward SDE filter for data assimilation
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Publication:2133767
DOI10.1016/j.jcp.2022.111009MaRDI QIDQ2133767
Publication date: 5 May 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2022.111009
stochastic optimization; backward stochastic differential equations; kernel learning; nonlinear filtering problem
60Hxx: Stochastic analysis
60Gxx: Stochastic processes
65Cxx: Probabilistic methods, stochastic differential equations
Uses Software
Cites Work
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