On the stability and the uniform propagation of chaos properties of Ensemble Kalman–Bucy filters
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | DEL MORAL, Pierre | |
hal.structure.identifier | Institut Camille Jordan [ICJ] | |
hal.structure.identifier | Probabilités, statistique, physique mathématique [PSPM] | |
dc.contributor.author | TUGAUT, Julian | |
dc.date.accessioned | 2024-04-04T03:01:31Z | |
dc.date.available | 2024-04-04T03:01:31Z | |
dc.date.issued | 2018-04 | |
dc.identifier.issn | 1050-5164 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/192910 | |
dc.language.iso | en | |
dc.publisher | Institute of Mathematical Statistics (IMS) | |
dc.title.en | On the stability and the uniform propagation of chaos properties of Ensemble Kalman–Bucy filters | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1214/17-AAP1317 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.identifier.arxiv | 1605.09329 | |
bordeaux.journal | The Annals of Applied Probability | |
bordeaux.page | 790-850 | |
bordeaux.volume | 28 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.issue | 2 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-02084094 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-02084094v1 | |
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