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On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering
Adrian Bishop
,
Pierre del Moral
Article dans une revue
hal-04395659v1
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An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
Adrian N Bishop
,
Pierre del Moral
Article dans une revue
hal-02429300v1
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On the robustness of Riccati flows to complete model misspecification
Adrian Bishop
,
Pierre del Moral
Article dans une revue
hal-03850305v1
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An introduction to Wishart matrix moments
Adrian N. Bishop
,
Pierre del Moral
,
Angèle Niclas
2017
Pré-publication, Document de travail
hal-01662575v1
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Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
Adrian N Bishop
,
Pierre del Moral
Article dans une revue
hal-02429241v1
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On one-dimensional Riccati diffusions
Adrian N. Bishop
,
Pierre del Moral
,
Kengo Kamatani
,
Bruno Rémillard
Article dans une revue
hal-02429264v1
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Perturbations and projections of Kalman–Bucy semigroups
Adrian N Bishop
,
Pierre del Moral
,
Sahani D. Pathiraja
Article dans une revue
hal-01669084v1
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On the Stability of Kalman--Bucy Diffusion Processes
Adrian N Bishop
,
Pierre del Moral
Article dans une revue
hal-01669244v1
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Perturbations and Projections of Kalman-Bucy Semigroups Motivated by Methods in Data Assimilation
Adrian N. Bishop
,
Pierre del Moral
,
Sahani D Pathiraja
[Research Report] Arxiv. 2017
Rapport
hal-01593872v1
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On the stability of Kalman-Bucy diffusion processes
Adrian N Bishop
,
Pierre del Moral
[Research Report] Arxiv. 2017
Rapport
hal-01593875v1
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On one-dimensional Riccati diffusions
Adrian N. Bishop
,
Pierre del Moral
,
Kengo Kamatani
,
Bruno Rémillard
2017
Pré-publication, Document de travail
hal-01662597v1
|
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A perturbation analysis of stochastic matrix Riccati diffusions
Adrian N Bishop
,
Pierre del Moral
,
Angèle Niclas
Article dans une revue
hal-01593830v1
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On the stability of matrix-valued Riccati diffusions
Adrian N Bishop
,
Pierre del Moral
Article dans une revue
hal-02429272v1
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Backward Nonlinear Smoothing Diffusions
Brian D O Anderson
,
Adrian N Bishop
,
Pierre del Moral
,
Camille Palmier
[Research Report] ANU; UTS; INRIA; IMB. 2019
Rapport
hal-02342600v1
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