Effective Filtering for Multiscale Stochastic Dynamical Systems Driven by Lévy Processes*
Author:
Funder
National Natural Science Foundation of China
China Scholarship Council
Publisher
Springer Science and Business Media LLC
Subject
Analysis
Link
http://link.springer.com/content/pdf/10.1007/s10884-021-09981-5.pdf
Reference27 articles.
1. Applebaum, D.: Lévy Processes and Stochastic Calculus, 2nd edn. Cambridge University Press, Cambridge (2009)
2. Arnold, L.: Random Dynamical Systems. Springer, Berlin (1998)
3. Bain, A., Crisan, D.: Fundamentals of Stochastic Filtering. Springer, Berlin (2009)
4. Caraballo, T., Chueshov, I., Langa, J.: Existence of invariant manifolds for coupled parabolic and hyperbolic stochastic partial differential equations. Nonlinearity 18, 747–767 (2005)
5. Evensen, G.: Data Assimilation: The Ensemble Kalman Filter. Springer, Berlin (2009)
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