A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
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Publication:6639457
DOI10.5802/CRMATH.637MaRDI QIDQ6639457
Publication date: 15 November 2024
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) (L^p)-limit theorems (60F25)
Cites Work
- Title not available (Why is that?)
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Distribution dependent SDEs for Landau type equations
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
- Filtering the Maximum Likelihood for Multiscale Problems
- Rate of homogenization for fully-coupled McKean–Vlasov SDEs
- Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises
- Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
- Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
- Uniqueness and superposition of the space-distribution dependent Zakai equations
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