63 citations · 162 across the 10 of their papers we have counts for
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math.PR2021★ 3 cited
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
Michele Coghi, Torstein Nilssen, Nikolas Nüsken +1
Motivated by the challenge of incorporating data into misspecified and multiscale dynamical models, we study a McKean-Vlasov equation that contains the data stream as a common driv…
math.PR2021
A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
Michele Coghi, Wolfgang Dreyer, Paul Gajewski +3
We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the inte…