Publications
Kim, J. W. and Reich, S. (2025): On forward-backward SDE approaches to continuous-time minimum variance estimation. In: Chapron, B., Crisan, D., Holm, D., Mémin, E., Coughlan, J.-L. (eds) Stochastic Transport in Upper Ocean Dynamics III. STUOD 2023. Mathematics of Planet Earth, vol 13. Springer, Cham., pp. 115-136. doi: 10.1007/978-3-031-70660-8
Reich, S. (2025): A particle-based Algorithm for Stochastic Optimal Control. In: Chapron, B., Crisan, D., Holm, D., Mémin, E., Coughlan, J.-L. (eds) Stochastic Transport in Upper Ocean Dynamics III. STUOD 2023. Mathematics of Planet Earth, vol 13. Springer, Cham., pp. 243-268. doi: 10.1007/978-3-031-70660-8