47 citations · 135 across the 10 of their papers we have counts for
6 papers · 1 filter
Global existence and non-uniqueness of 3D Euler equations perturbed by transport noise
Martina Hofmanová, Theresa Lange, Umberto Pappalettera
We construct Hölder continuous, global-in-time probabilistically strong solutions to 3D Euler equations perturbed by Stratonovich transport noise. Kinetic energy of the solutions c…
Regularization by noise of an averaged version of the Navier-Stokes equations
Theresa Lange
In Tao 2016, the author constructs an averaged version of the deterministic three-dimensional Navier-Stokes equations (3D NSE) which experiences blow-up in finite time. In the last…
Derivation of Ensemble Kalman-Bucy Filters with unbounded nonlinear coefficients
Theresa Lange
We provide a rigorous derivation of the Ensemble Kalman-Bucy Filter as well as the Ensemble Transform Kalman-Bucy Filter in case of nonlinear, unbounded model and observation opera…
Mean field limit of Ensemble Square Root Filters -- discrete and continuous time
Theresa Lange, Wilhelm Stannat
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with…
On the continuous time limit of Ensemble Square Root Filters
Theresa Lange, Wilhelm Stannat
We provide a continuous time limit analysis for the class of Ensemble Square Root Filter algorithms with deterministic model perturbations. In the particular linear case, we specif…
On the continuous time limit of the Ensemble Kalman Filter
Theresa Lange, Wilhelm Stannat
We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply…