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]
@article{SenC16,
title = {Nonlinear Filtering Theory for McKean-Vlasov Type Stochastic Differential Equations},
author = {Nevroz Sen and Peter E. Caines},
year = {2016},
doi = {10.1137/15M1013304},
url = {http://dx.doi.org/10.1137/15M1013304},
researchr = {https://researchr.org/publication/SenC16},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {54},
number = {1},
pages = {153-174},
}