{
  "id": "1810.10370",
  "version": "v1",
  "published": "2018-10-23T06:16:02.000Z",
  "updated": "2018-10-23T06:16:02.000Z",
  "title": "Effective Filtering for Multiscale Stochastic Dynamical Systems driven by Lévy processes",
  "authors": [
    "Huijie Qiao"
  ],
  "comment": "17 pages. arXiv admin note: text overlap with arXiv:1711.05377",
  "categories": [
    "math.PR"
  ],
  "abstract": "In the paper, we consider multiscale stochastic dynamical systems driven by L\\'evy processes. Firstly, it is proved that these systems can be approximated by low-dimensional systems on random invariant manifolds. Secondly, we establish that nonlinear filterings of origin stochastic dynamical systems also can be approximated by that of reduced low-dimensional systems. Finally, by an example we explain our result.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-23T06:16:02.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "37D10",
      "70K70",
      "60G51"
    ],
    "keywords": [
      "multiscale stochastic dynamical systems driven",
      "lévy processes",
      "effective filtering",
      "low-dimensional systems",
      "random invariant manifolds"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 17,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}