Multilevel Ensemble Kalman-Bucy Filters

Neil K. Chada, Ajay Jasra, Fangyuan Yu. Multilevel Ensemble Kalman-Bucy Filters. SIAM/ASA J. Uncertain. Quantification, 10(2):584-618, 2022. [doi]

Authors

Neil K. Chada

This author has not been identified. Look up 'Neil K. Chada' in Google

Ajay Jasra

This author has not been identified. Look up 'Ajay Jasra' in Google

Fangyuan Yu

This author has not been identified. Look up 'Fangyuan Yu' in Google