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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Elworthy, K. David (Autor), Le Jan, Yves (Autor), Li, Xue-Mei (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Basel : Springer Basel : Imprint: Birkhäuser, 2010.
Edición:1st ed. 2010.
Colección:Frontiers in Mathematics,
Temas:
Numerical analysis.
Probabilities.
Geometry, Differential.
Global analysis (Mathematics).
Manifolds (Mathematics).
Numerical Analysis.
Probability Theory.
Differential Geometry.
Global Analysis and Analysis on Manifolds.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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