On one-dimensional Riccati diffusions
type: Item
instance of: scholarly article
title: On one-dimensional Riccati diffusions
zbMATH Open document ID: 1466.60115
DOI: 10.1214/18-AAP1431
author: Bruno Rémillard
author: Adrian N. Bishop
author: Pierre Del Moral
author: Kengo Kamatani
published in: The Annals of Applied Probability
publication date: 2019-04-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1711.10065
full work available at URL: https://projecteuclid.org/euclid.aoap/1548298938
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 7047446
zbMATH Keywords: ensemble Kalman filters
zbMATH Keywords: quadratic stochastic differential equations
zbMATH Keywords: Riccati diffusions
zbMATH Keywords: uniform fluctuation estimates
zbMATH Keywords: uniform stability estimates
describes a project that uses: EnKF
MaRDI profile type: Publication
arXiv ID: 1711.10065
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