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Can I read Effective Filtering for Multiscale Stochastic Dynamical Systems Driven by Lévy Processes* on EtoBox?
Effective Filtering for Multiscale Stochastic Dynamical Systems Driven by Lévy Processes* by Huijie Qiao is a Mathematics article available to read on EtoBox.
What is Effective Filtering for Multiscale Stochastic Dynamical Systems Driven by Lévy Processes* about?
The work is about multiscale stochastic dynamical systems driven by Lévy processes. We prove that such a system can be approximated by a low-dimensional system on a random invariant manifold, and the original filter can be also approximated by the reduced lowdimensional filter. Finally, we investigate the reduction for ε = 0 and obtain that these reduced systems does not approximate these multiscale stochastic dynamical systems.
Who reads Effective Filtering for Multiscale Stochastic Dynamical Systems Driven by Lévy Processes*?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Huijie Qiao
- Publisher
- Springer Science and Business Media LLC
- Published
- 2021
- Language
- EN
- Field
- Mathematics (Physical Sciences)