Dirk Blömker, Claudia Schillings, Philipp Wacker, Simon Weissmann. Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis. SIAM J. Numerical Analysis, 60(6):3181-3215, December 2022. [doi]
@article{BlomkerSWW22,
title = {Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis},
author = {Dirk Blömker and Claudia Schillings and Philipp Wacker and Simon Weissmann},
year = {2022},
month = {December},
doi = {10.1137/21m1437561},
url = {https://doi.org/10.1137/21m1437561},
researchr = {https://researchr.org/publication/BlomkerSWW22},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {60},
number = {6},
pages = {3181-3215},
}