13 citations · 21 across the 9 of their papers we have counts for
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math.PR2016
On the stability and the uniform propagation of chaos of a class of Extended Ensemble Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
This article is concerned with the exponential stability and the uniform propagation of chaos properties of a class of Extended Ensemble Kalman-Bucy filters with respect to the tim…
math.PR2016★ 5 cited
On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially obser…