Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems

DOI10.1007/s00030-021-00741-4zbMath1490.60175arXiv2004.01476OpenAlexW4226025397MaRDI QIDQ2065596

Huijie Qiao

Publication date: 12 January 2022

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.01476

zbMATH Keywords

robustnessLévy processessuperposition principlesnonlinear filtering problemsnon-local Fokker-Planck equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations

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