Type II singular perturbation approximation for linear systems with Lévy noise
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Cites work
- scientific article; zbMATH DE number 3688420 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
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- Galerkin approximations for the stochastic Burgers equation
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- Model reduction for stochastic systems
- Noise-Induced Phenomena in Slow-Fast Dynamical Systems
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- Time-discretised Galerkin approximations of parabolic stochastic PDE's
Cited in
(18)- Type II balanced truncation for deterministic bilinear control systems
- Low-dimensional approximations of high-dimensional asset price models
- Approximation and model order reduction for second order systems with Levy-noise
- Gramian-based model reduction for unstable stochastic systems
- Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
- Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
- Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds
- Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction
- Bilinear systems -- a new link to \(\mathcal{H}_2\)-norms, relations to stochastic systems, and further properties
- Model reduction for stochastic systems with nonlinear drift
- Energy estimates and model order reduction for stochastic bilinear systems
- A new type of singular perturbation approximation for stochastic bilinear systems
- Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications
- Optimization based model order reduction for stochastic systems
- Singular perturbation approximation for linear systems with Lévy noise
- Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
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