Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390)

scientific article; zbMATH DE number 7791545

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English	Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering	scientific article; zbMATH DE number 7791545

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instance of

scholarly article

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title

Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (English)

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The Annals of Applied Probability

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publication date

19 January 2024

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full work available at URL

https://arxiv.org/abs/2107.06621

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zbMATH Keywords

Kalman filter

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McKean-Vlasov equations

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rough paths

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MaRDI publication profile

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Mathematics(1 entry)

mardi Publication:6180390