4 papers
Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
Liangying Chen, Wilhelm Stannat
In this paper, we investigate an optimal control problem for McKean-Vlasov stochastic partial differential equations, in which the coefficients depend on the law of the state proce…
Extended Kalman Smoothing of Free Spin Precession Signals for Accurate Magnetic Field Determination
Jasper Riebesehl, Lutz Mertenskötter, Wiebke Pohlandt +2
We present a novel application of the Extended Kalman Smoother (EKS) for highly accurate frequency estimation from free spin precession signals of polarized He. Traditional app…
Nonlinear Filtering and Spatial Asymptotic Consistency for SPDEs Observed via Spatio-Temporal Point Processes
Jan Szalankiewicz, Cristina Martinez-Torres, Wilhelm Stannat
In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy re…
The Lions Derivative in Infinite Dimensions -- Application to Higher Order Expansion of Mean-Field SPDEs
Alexander Vogler, Wilhelm Stannat
In this paper we present a new interpretation of the Lions derivative as the Radon-Nikodym derivative of a vector measure, which provides a canonical extension of the Lions derivat…