Recherche
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Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. vol. 128, n° 9, pp. 2857-2904, 2018-09)Article de revue -
An Introduction to Wishart Matrix Moments
(Foundations and Trends in Machine Learning. vol. 11, n° 2, pp. 97-218, 2018)Article de revue -
On the robustness of Riccati flows to complete model misspecification
(Journal of The Franklin Institute. vol. 355, n° 15, pp. 7178-7200, 2018-10)Article de revue -
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
(SIAM/ASA Journal on Uncertainty Quantification. vol. 11, n° 2, pp. 389-425, 2023-04-25)Article de revue -
On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering
(Mathematics of Control, Signals, and Systems. vol. 35, n° 4, pp. 835-903, 2023-05-19)Article de revue -
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
Document de travail - Pré-publication -
On one-dimensional Riccati diffusions
(The Annals of Applied Probability. vol. 29, n° 2, pp. 1127-1187, 2019)Article de revue -
On the stability of matrix-valued Riccati diffusions
(Electronic Journal of Probability. vol. 24, 2019)Article de revue -
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
(SIAM Journal on Control and Optimization. vol. 57, n° 2, pp. 1023-1042, 2019)Article de revue -
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
(International Journal of Control. pp. 1-9, 2019)Article de revue