182 citations · 1.5k across the 227 of their papers we have counts for
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math.PR2018
Homogenization of Non-symmetric Jump Processes
Qiao Huang, Jinqiao Duan, Renming Song
We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non…
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…
math.PR2018
Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation
Li Lin, Meihua Yang, Jinqiao Duan
We study the effective reduction for a nonlocal stochastic partial differential equation with oscillating coefficients. The nonlocal operator in this stochastic partial differentia…