78 citations · 667 across the 41 of their papers we have counts for
4 papers · 1 filter
Stability of the optimal filter in a hidden Markov model with multiplicative noise
Birgit Debrabant, Wilhelm Stannat
We consider a hidden Markov model with multiplicative noise emerging from studies of software reliability. We show the stability of the optimal filter with respect to general initi…
Mean field limit for disordered diffusions with singular interactions
Eric Luçon, Wilhelm Stannat
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\m…
Stability of travelling waves in stochastic Nagumo equations
Wilhelm Stannat
Stability of travelling waves for the Nagumo equation on the whole line is proven using a new approach via functional inequalities and an implicitely defined phase adaption. The ap…
Lattice Approximation for Stochastic Reaction Diffusion Equations with One-Sided Lipschitz Condition
Martin Sauer, Wilhelm Stannat
We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz co…