On one-dimensional Riccati diffusions (Q1737966)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On one-dimensional Riccati diffusions |
scientific article |
Statements
On one-dimensional Riccati diffusions (English)
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24 April 2019
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ensemble Kalman filters
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quadratic stochastic differential equations
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Riccati diffusions
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uniform fluctuation estimates
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uniform stability estimates
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