Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Quantitative Convergence of the Filter Solution for Multiple Timescale
  Nonlinear Systems with Coarse-Grain Correlated Noise   In this paper we prove a rate of convergence for the continuous time
filtering solution of a multiple timescale correlated nonlinear system to a
lower dimensional filtering equation in the limit of large timescale
separation. Correlation is assumed to occur between the slow signal and
observation processes. Convergence is almost sure in the weak topology. An
asymptotic expansion of the dual process for the solution to the Zakai
equation, and probabilistic representation using backward doubly stochastic
differential equations is leveraged to prove the result.

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The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
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The categories of this paper are: patt-sol
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga
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The categories of this paper are: atom-ph
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The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
9
The categories of this paper are: nlin
0
The categories of this paper are: hep-ph
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The categories of this paper are: mtrl-th
5
The categories of this paper are: gr-qc
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The categories of this paper are: stat
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The categories of this paper are: eess
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The categories of this paper are: alg-geom