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

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

robustness; Lévy processes; superposition principles; nonlinear filtering problems; non-local Fokker-Planck equations

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)