most citedData assimilation and parameter estimation for a multiscale stochastic system with alpha-stable Levy noise

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math.DS2018★ 1 cited

Data assimilation and parameter estimation for a multiscale stochastic system with alpha-stable Levy noise

Yanjie Zhang, Zhuan Cheng, Xinyong Zhang +3

This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian stable Lévy noise via stochastic averaging. When the observations are on…