フィルタリングの幾何学 The Geometry of Filtering (Frontiers in Mathematics)

Elworthy, K. D./ LeJan, Y./ Li, X.

Birkhäuser（2010/10発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 170 p.
• 商品コード 9783034601757

基本説明

Features - Develops a calculus for diffusion processes independently of any representation by stochastic differential equations. Shows that the geometry arises naturally and gives insight even in classical situations on Rn.

Full Description

The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise.