The Geometry of Filtering

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