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Dynamical low-rank ensemble kalman filter for state/parameter estimation.ArXiv,https://arxiv.org/abs/2602.06614, 2026

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math.PR 1

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2026 1

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Long-time Behaviour of DLRA for SDEs

math.PR · 2026-06-14 · unverdicted · novelty 5.0

Proves existence of invariant measures for strong DO systems approximating SDEs via moment estimates and fixed-point arguments under standard dissipativity assumptions.

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  • Long-time Behaviour of DLRA for SDEs math.PR · 2026-06-14 · unverdicted · none · ref 27

    Proves existence of invariant measures for strong DO systems approximating SDEs via moment estimates and fixed-point arguments under standard dissipativity assumptions.