Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
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Publication:6180390
DOI10.1214/23-aap1957arXiv2107.06621MaRDI QIDQ6180390
Nikolas Nüsken, Michele Coghi, Sebastian Reich, Torstein Nilssen
Publication date: 19 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.06621
Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Rough paths (60L20) Applications of rough analysis (60L90)
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