Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes

DOI10.1007/s10884-021-09981-5OpenAlexW3135982540WikidataQ115383220 ScholiaQ115383220MaRDI QIDQ2172796

Huijie Qiao

Publication date: 16 September 2022

Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.10370

zbMATH Keywords

dimension reductionrandom slow manifoldsefficient filteringmultiscale systems driven by Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Invariant manifold theory for dynamical systems (37D10) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

Related Items (1)

Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises

Uses Software

• EnKF

Cites Work

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