8 citations · 36 across the 37 of their papers we have counts for
4 papers · 1 filter
Effective Filtering on a Random Slow Manifold
Huijie Qiao, Yanjie Zhang, Jinqiao Duan
This work is about a slow-fast data assimilation system when only slow components are observable. First, we obtain its low dimensional reduction via an invariant slow manifold. Sec…
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
Huijie Qiao, Jianglun Wu
Based on a recent result on characterising the path-independence of the Girsanov transformation for non-Lipschnitz stochastic differential equations (SDEs) with jumps on , in…
Convergence of Nonlinear Filtering for Stochastic Dynamical Systems with Lévy Noises
Huijie Qiao
We consider a nonlinear filtering problem of multiscale non-Gaussian signal processes and observation processes with jumps. Firstly, we prove that the dimension for the signal syst…
Uniqueness for Measure-Valued Equations of Nonlinear Filtering for Stochastic Dynamical Systems with Lévy Noises
Huijie Qiao
In the article, Zakai and Kushner-Stratonovich equations of the nonlinear filtering problem for a non-Gaussian signal-observation system are considered. Moreover, we prove that und…