Recherche
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On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
Document de travail - Pré-publication -
A Backward Particle Interpretation of Feynman-Kac Formulae
(ESAIM: Mathematical Modelling and Numerical Analysis. vol. 44, n° 5, pp. 947-975, 2010)Article de revue -
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
(2023-03-24)Document de travail - Pré-publication -
Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation
Communication dans un congrès -
A second order analysis of McKean-Vlasov semigroups
(The Annals of Applied Probability, 2020)Article de revue -
On the stability and the concentration of extended Kalman-Bucy filters
(Electronic Journal of Probability. vol. 23, 2018)Article de revue -
On the stability and the uniform propagation of chaos properties of Ensemble Kalman–Bucy filters
(The Annals of Applied Probability. vol. 28, n° 2, pp. 790-850, 2018-04)Article de revue -
On one-dimensional Riccati diffusions
(The Annals of Applied Probability. vol. 29, n° 2, pp. 1127-1187, 2019)Article de revue