On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman-Bucy Filters

Pierre Del Moral, Aline Kurtzmann, Julian Tugaut. On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman-Bucy Filters. SIAM J. Control and Optimization, 55(1):119-155, 2017. [doi]

Abstract

Abstract is missing.