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math.PR2022★ 1 cited
Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Huijie Qiao, Wanlin Wei
The work concerns the nonlinear filtering problem for a class of multiscale McKean-Vlasov stochastic systems. First of all, by a Poisson equation we prove that the solution of the…
math.PR2022★ 1 cited
Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
Huijie Qiao, Wanlin Wei
This work concerns the nonlinear filtering problem of multiscale McKean-Vlasov stochastic systems where the whole systems depend on distributions of fast components. First of all,…