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Updated: Jun 23, 2025

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Optimal Estimation of a Signal Generated Using a Dynamical System Modeled with McKean-Vlasov Stochastic Differential

Vasile Dragan1,2, Samir Aberkane3,4

  • 1Institute of Mathematics "Simion Stoilow" of the Romanian Academy, P.O. Box 1-764, RO-014700 Bucharest, Romania.

Entropy (Basel, Switzerland)
|June 26, 2024
PubMed

Keywords:
McKean–Vlasov stochastic differential equationsRiccati differential equationsfiltering

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