The Geometry of Filtering by K. David Elworthy, Yves Le Jan, Xue-Mei Li.
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...
|Main Authors:||, ,|
Springer Basel : Imprint: Birkhäuser,
|Edition:||1st ed. 2010.|
|Series:||Frontiers in Mathematics,
Springer eBook Collection.
|Online Access:||Click to view e-book|
|Holy Cross Note:||Loaded electronically.|
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