Data assimilation for a multiscale stochastic dynamical system with Gaussian noise (Q5384784)

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scientific article; zbMATH DE number 7073214
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Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
scientific article; zbMATH DE number 7073214

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    Data assimilation for a multiscale stochastic dynamical system with Gaussian noise (English)
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    25 June 2019
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    nonlinear filtering
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    multi-scale systems
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    averaging principle
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    dimensional reduction
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    Zakai equation
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