The Geometry of Filtering

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...

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Bibliographic Details
Main Authors: Elworthy, K. David. (Author, http://id.loc.gov/vocabulary/relators/aut), Le Jan, Yves. (http://id.loc.gov/vocabulary/relators/aut), Li, Xue-Mei. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Basel : Springer Basel : Imprint: Birkhäuser, 2010.
Edition:1st ed. 2010.
Series:Frontiers in Mathematics,
Springer eBook Collection.
Subjects:
Numerical analysis.
Probabilities.
Differential geometry.
Global analysis (Mathematics).
Manifolds (Mathematics).
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