McKean--Vlasov SDEs in Nonlinear Filtering
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Publication:5163690
DOI10.1137/20M1355197zbMath1474.93223arXiv2007.12658OpenAlexW3208514947MaRDI QIDQ5163690
Sahani D. Pathiraja, Wilhelm Stannat, Sebastian Reich
Publication date: 5 November 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.12658
well-posednessPoincaré inequalitynonlinear filteringdata assimilationmean-field equationsMcKean-Vlasovfeedback particle filter
Filtering in stochastic control theory (93E11) Feedback control (93B52) Nonlinear systems in control theory (93C10)
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Uses Software
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