Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes

DOI10.1007/s10884-021-09981-5MaRDI QIDQ2172796

Huijie Qiao

Publication date: 16 September 2022

Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.10370

zbMATH Keywords

dimension reduction; random slow manifolds; efficient filtering; multiscale systems driven by Lévy processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

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

37D10: Invariant manifold theory for dynamical systems

70K70: Systems with slow and fast motions for nonlinear problems in mechanics

Uses Software

• EnKF