Special Session 146: 

Convergence of Nonlinear Filtering for Stochastic Dynamical Systems with L\\`evy Noises

Huijie Qiao
Southeast University
Peoples Rep of China
We consider the nonlinear filtering problem of multiscale non-Gaussian signal processes and observation processes with jumps. Firstly, we prove that the dimension for the signal system could be reduced. Secondly, convergence of the corresponding nonlinear filtering to the homogenized filtering is shown by weak convergence approach.