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• W2314595491 abstract "In many application areas, Levy processes, a generalization of the Wiener process, are widely used in order to suitably capture sudden shifts or discrete-value nature in stochastic dynamical systems. In this paper, we formulate a weighting function conversion problem for weak approximation of Levy processes. This problem covers many practically important problems, and is shown to be equivalent to a sampled-data H2 signal reconstruction problem. By virtue of a remarkable feature of Levy processes, the main result provides a simple design procedure of suboptimal filters for this problem." @default.
• W2314595491 created "2016-06-24" @default.
• W2314595491 creator A5066521241 @default.
• W2314595491 date "2011-01-01" @default.
• W2314595491 modified "2023-09-23" @default.
• W2314595491 title "Sampled-Data H2 Signal Reconstruction Approach to Weak Approximation Problem for Levy Processes" @default.
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• W2314595491 doi "https://doi.org/10.5687/iscie.24.241" @default.
• W2314595491 hasPublicationYear "2011" @default.
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