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"McKean-Vlasov SDEs in Nonlinear Filtering."

Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat (2021)

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DOI: 10.1137/20M1355197

access: closed

type: Journal Article

metadata version: 2022-01-21

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Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat:
McKean-Vlasov SDEs in Nonlinear Filtering. SIAM J. Control. Optim. 59(6): 4188-4215 (2021)

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