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Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
Free accessArXiv | 2023| -
A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Free accessArXiv | 2023| -
Simultaneous Small Noise Limit for Singularly Perturbed Slow-Fast Coupled Diffusions
Springer Verlag | 2021| -
Computing quantities of interest for random domains with second order shape sensitivity analysis
Free accessEDP Sciences | 2015| -
An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems
Springer Verlag | 2020| -
Parameter estimation for the Rosenblatt Ornstein–Uhlenbeck process with periodic mean
Springer Verlag | 2020| -
Machine learning for predictive estimation of qubit dynamics subject to dephasing
Free accessArXiv | 2017| -
A reduced basis Kalman filter for parametrized partial differential equations∗
EDP Sciences | 2016| -
MAP Estimators and Their Consistency in Bayesian Nonparametric Inverse Problems
Free accessArXiv | 2013| -
Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation
Free accessArXiv | 2022| -
Second-order multi-object filtering with target interaction using determinantal point processes
Springer Verlag | 2020| -
Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Free accessArXiv | 2022|
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