Nonlinear Filtering Theory for McKean-Vlasov Type Stochastic Differential Equations

Nevroz Sen, Peter E. Caines. Nonlinear Filtering Theory for McKean-Vlasov Type Stochastic Differential Equations. SIAM J. Control and Optimization, 54(1):153-174, 2016. [doi]

Authors

Nevroz Sen

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Peter E. Caines

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