78 citations · 667 across the 41 of their papers we have counts for
4 papers · 1 filter
Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
Haesung Lee, Wilhelm Stannat, Gerald Trutnau
We present a detailed analysis of non-degenerate time-homogeneous Itô-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the…
Mean field limit of Ensemble Square Root Filters -- discrete and continuous time
Theresa Lange, Wilhelm Stannat
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with…
McKean-Vlasov SDEs in nonlinear filtering
Sahani Pathiraja, Sebastian Reich, Wilhelm Stannat
Various particle filters have been proposed over the last couple of decades with the common feature that the update step is governed by a type of control law. This feature makes th…
Diffusivity Estimation for Activator-Inhibitor Models: Theory and Application to Intracellular Dynamics of the Actin Cytoskeleton
Gregor Pasemann, Sven Flemming, Sergio Alonso +2
A theory for diffusivity estimation for spatially extended activator-inhibitor dynamics modelling the evolution of intracellular signaling networks is developed in the mathematical…