Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering. - Michele Coghi; Torstein Nilssen; Nikolas Nüsken (CoRR, 2021)

A McKean-Vlasov SDE and Particle System with Interaction from Reflecting Boundaries. - Michele Coghi; Wolfgang Dreyer; Peter K. Friz; Paul Gajewski; Clemens Guhlke; Mario Maurelli (SIAM J. Math. Anal., 2022)