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Andrew L. Allan
ORCID
Publication Activity (10 Years)
Years Active: 2019-2023
Publications (10 Years): 2
Top Topics
Scale Parameter
Inherent Uncertainty
Image Filtering
Stochastic Differential Equations
Top Venues
CoRR
SIAM J. Control. Optim.
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Publications
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Andrew L. Allan
,
Anna P. Kwossek
,
Chong Liu
,
David J. Prömel
Pathwise convergence of the Euler scheme for rough and stochastic differential equations.
CoRR
(2023)
Andrew L. Allan
,
Samuel N. Cohen
Parameter Uncertainty in the Kalman-Bucy Filter.
SIAM J. Control. Optim.
57 (3) (2019)