144 citations · 329 across the 21 of their papers we have counts for
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math.PR2018★ 21 cited
On the stability of matrix-valued Riccati diffusions
Adrian N. Bishop, Pierre Del Moral
The stability properties of matrix-valued Riccati diffusions are investigated. The matrix-valued Riccati diffusion processes considered in this work are of interest in their own ri…
math.PR2018
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
Marc Arnaudon, Pierre del Moral
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a…
math.PR2018★ 13 cited
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
Adrian N. Bishop, Pierre Del Moral
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corr…