McKean--Vlasov SDEs in Nonlinear Filtering (Q5163690)
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scientific article; zbMATH DE number 7420719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | McKean--Vlasov SDEs in Nonlinear Filtering |
scientific article; zbMATH DE number 7420719 |
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McKean--Vlasov SDEs in Nonlinear Filtering (English)
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5 November 2021
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data assimilation
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feedback particle filter
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Poincaré inequality
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well-posedness
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nonlinear filtering
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McKean-Vlasov
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mean-field equations
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