The geometry of filtering
Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian str...
Sparad:
| Huvudupphovsmän: | , , , , |
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| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Basel :
Springer Basel
[20..].
Cham : Springer Nature |
| Upplaga: | 1st ed. 2010. |
| Serie: | Frontiers in Mathematics
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| Ämnen: | |
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
Description d'après consultation du 2014-05-07 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The geometry of filtering, K. David Elworthy, Yves Le Jan, Xue-Mei Li, Basel, Birkhäuser, 2010, 1 vol. (XI-169 p.), Frontiers in mathematics, 978-3-0346-0175-7 • The geometry of filtering, K. David Elworthy, Yves Le Jan, Xue-Mei Li, Basel, Birkhäuser, 2010, 1 vol. (XI-169 p.), Frontiers in mathematics, 978-3-0346-0175-7 • The Geometry of Filtering, Texte imprimé, 9783034800822 • The geometry of filtering, K. David Elworthy, Yves Le Jan, Xue-Mei Li, Basel, Birkhäuser, 2010, 1 vol. (XI-169 p.), Frontiers in mathematics, 978-3-0346-0175-7 • The Geometry of Filtering, Texte imprimé, 9783034800822 |
Innehållsförteckning:
- Diffusion Operators Decomposition of Diffusion Operators Equivariant Diffusions on Principal Bundles Projectible Diffusion Processes and Markovian Filtering Filtering with non-Markovian Observations The Commutation Property Example: Riemannian Submersions and Symmetric Spaces Example: Stochastic Flows Appendices