Model reduction for stochastic systems with nonlinear drift

DOI10.1016/J.JMAA.2024.128133arXiv2301.13722OpenAlexW4390955648WikidataQ129802678 ScholiaQ129802678MaRDI QIDQ6191129

Martin Redmann

Publication date: 6 March 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.13722

zbMATH Keywords

Lévy processesnonlinear stochastic systemsmodel order reductionGramians

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) System structure simplification (93B11) Stochastic stability in control theory (93E15)

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