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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...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Basel :
Springer Basel : Imprint: Birkhäuser,
2010.
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| Edición: | 1st ed. 2010. |
| Colección: | Frontiers in Mathematics,
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| Temas: | |
| Acceso en línea: | Texto Completo |