Theresa Lange

On the continuous time limit of the ensemble Kalman filter

Theresa Lange, Wilhelm Stannat, W. Stannat, 2019, Math. Comput..

Stochastic analysis of ensemble-based Kalman-type filtering algorithms in discrete and continuous time

Theresa Lange, 2021 .

On the continuous time limit of ensemble square root filters

Theresa Lange, Wilhelm Stannat, 2021, Communications in Mathematical Sciences.