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Elworthy, K. David

The Geometry of Filtering

Elworthy, K. David - The Geometry of Filtering, ebook

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ISBN: 9783034601764
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Table of contents

1. Diffusion Operators
K. David Elworthy, Yves Le Jan, Xue-Mei Li

2. Decomposition of Diffusion Operators
K. David Elworthy, Yves Le Jan, Xue-Mei Li

3. Equivariant Diffusions on Principal Bundles
K. David Elworthy, Yves Le Jan, Xue-Mei Li

4. Projectible Diffusion Processes and Markovian Filtering
K. David Elworthy, Yves Le Jan, Xue-Mei Li

5. Filtering with non-Markovian Observations
K. David Elworthy, Yves Le Jan, Xue-Mei Li

6. The Commutation Property
K. David Elworthy, Yves Le Jan, Xue-Mei Li

7. Example: Riemannian Submersions and Symmetric Spaces
K. David Elworthy, Yves Le Jan, Xue-Mei Li

8. Example: Stochastic Flows
K. David Elworthy, Yves Le Jan, Xue-Mei Li

9. Appendices
K. David Elworthy, Yves Le Jan, Xue-Mei Li

Keywords: Mathematics, Global Analysis and Analysis on Manifolds, Differential Geometry, Probability Theory and Stochastic Processes

Author(s)
 
 
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Frontiers in Mathematics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783034601764

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