论文标题
限制由Lévy过程驱动的SDE定理，并应用于非线性过滤问题
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems
论文作者
论文摘要
在本文中，当系数以某种适当的意义汇聚时，我们研究了（可能是退化的）随机微分方程（可能退化的）随机微分方程的解决方案的收敛。首先，我们通过叠加原理证明了由莱维过程驱动的随机微分方程的极限定理。然后，我们将结果应用于一种非线性过滤问题，并获得非线性过滤的收敛性。
In this paper we study the convergence of solutions for (possibly degenerate) stochastic differential equations driven by Lévy processes, when the coefficients converge in some appropriate sense. First, we prove, by means of a superposition principle, a limit theorem of stochastic differential equations driven by Lévy processes. Then we apply the result to a type of nonlinear filtering problems and obtain the convergence of the nonlinear filterings.
