A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters

Namely, by taking the limit of the optimal martingale measure for the multi-marginals MT problem, we obtain a continuous-time martingale calibrated to the given marginals,

L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des

following considerations: (1) Evaluate the risks of a loose live- stock/public event; (2) Inspect containment facility and identify secondary containment barriers, including

Biological tissues can be considered either as continuous media which are described by par- tial differential equations of continuum mechanics or as an ensemble of cells described

In particular, we define and completely solve a convexified version of this problem, underline a generic non existence result with respect to the values of the measure constraint L,

Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process... Exact simulation of one-dimensional

We show that the solution of the two-dimensional Dirichlet problem set in a plane do- main is the limit of the solutions of similar problems set on a sequence of

We shall also mention that estimating the observability constant in small times for the heat equation in the one-dimensional case is related to the uniform controllability of