Neil K. Chada, Ajay Jasra, Fangyuan Yu. Multilevel Ensemble Kalman-Bucy Filters. SIAM/ASA J. Uncertain. Quantification, 10(2):584-618, 2022. [doi]
@article{ChadaJY22,
title = {Multilevel Ensemble Kalman-Bucy Filters},
author = {Neil K. Chada and Ajay Jasra and Fangyuan Yu},
year = {2022},
doi = {10.1137/21m1423762},
url = {https://doi.org/10.1137/21m1423762},
researchr = {https://researchr.org/publication/ChadaJY22},
cites = {0},
citedby = {0},
journal = {SIAM/ASA J. Uncertain. Quantification},
volume = {10},
number = {2},
pages = {584-618},
}