Model Reduction for Stochastic Systems - Balanced Truncation for Linear Controlled Stochastic Differential Equations with Lévy Noise - Singular Perturbation Approximation for Linear Controlled Stochastic Differential Equations with Lévy Noise - Error Bound and Stability Analysis for Model Order Reduction Methods for Stochastic Systems
Galerkin Schemes for Controlled Stochastic Partial Differential Equations with Lévy Noise