Effective Filtering for Multiscale Stochastic Dynamical Systems driven by L\'evy processes

DOI10.1007/s10884-021-09981-5zbMath1507.60080arXiv1810.10370WikidataQ115383220 ScholiaQ115383220MaRDI QIDQ6308713

Huijie Qiao

Publication date: 23 October 2018

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)

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