28 citations · 49 across the 12 of their papers we have counts for
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math.PR2020★ 4 cited
L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
Sahani Pathiraja
The aim of this paper is to obtain convergence in mean in the uniform topology of piecewise linear approximations of Stochastic Differential Equations (SDEs) with drift and $…
math.OC2020★ 28 cited
McKean-Vlasov SDEs in nonlinear filtering
Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
Various particle filters have been proposed over the last couple of decades with the common feature that the update step is governed by a type of control law. This feature makes th…