Repository: Freie Universität Berlin, Math Department

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Article

Coghi, Michele and Nilssen, Torstein and Nüsken, Nikolas and Reich, Sebastian (2023) Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering. The Annals of Applied Probability, 33 (6b). pp. 5693-5752.

Coghi, Michele and Nilssen, Torstein and Nüsken, Nikolas (2021) Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering. arXive . pp. 1-41. (Submitted)

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