181 citations · 446 across the 49 of their papers we have counts for
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math.PR2021★ 2 cited
On the Stability of Positive Semigroups
Pierre del Moral, Emma Horton, Ajay Jasra
The stability and contraction properties of positive integral semigroups on Polish spaces are investigated. Our novel analysis is based on the extension of V-norm contraction metho…
math.PR2021★ 3 cited
Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Pierre del Moral, Emma Horton
We propose a new solvable class of multidimensional quantum harmonic oscillators for a linear diffusive particle and a quadratic energy absorbing well associated with a semi-defini…
stat.CO2021
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Dan Crisan, Pierre Del Moral, Ajay Jasra +1
In this article we consider the estimation of the log-normalization constant associated to a class of continuous-time filtering models. In particular, we consider ensemble Kalman-B…