8 citations · 36 across the 37 of their papers we have counts for
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math.PR2018
Effective Filtering for Multiscale Stochastic Dynamical Systems driven by Lévy processes
Huijie Qiao
The work is about multiscale stochastic dynamical systems driven by Lévy processes. First, we prove that these systems can approximate low-dimensional systems on random invariant m…
math.PR2018
Support theorems for degenerate stochastic differential equations with jumps and applications
Huijie Qiao, Jiang-Lun Wu
In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochast…
math.PR2018
Effective filtering analysis for non-Gaussian dynamic systems
Yanjie Zhang, Huijie Qiao, Jinqiao Duan
This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynami…