78 citations · 667 across the 41 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
math.PR2021★ 1 cited
Analysis of the feedback particle filter with diffusion map based approximation of the gain
Sahani Pathiraja, Wilhelm Stannat
Control-type particle filters have been receiving increasing attention over the last decade as a means of obtaining sample based approximations to the sequential Bayesian filtering…
math.PR2021★ 9 cited
Peng's Maximum Principle for Stochastic Partial Differential Equations
Wilhelm Stannat, Lukas Wessels
We extend Peng's maximum principle for semilinear stochastic partial differential equations (SPDEs) in one space-dimension with non-convex control domains and control-dependent dif…
math.AP2021
Stability and moment estimates for the stochastic singular -Laplace equation
Florian Seib, Wilhelm Stannat, Jonas M. Tölle
We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasili…