78 citations · 667 across the 41 of their papers we have counts for
6 papers · 1 filter
Fluctuation limits for mean-field interacting nonlinear Hawkes processes
Sophie Heesen, Wilhelm Stannat
We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In partic…
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…
Deterministic Control of Stochastic Reaction-Diffusion Equations
Wilhelm Stannat, Lukas Wessels
We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal contro…
Drift Estimation for Stochastic Reaction-Diffusion Systems
Gregor Pasemann, Wilhelm Stannat
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of gro…
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…
Weak Solutions to Vlasov-McKean Equations under Lyapunov-Type Conditions
Sima Mehri, Wilhelm Stannat
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results c…