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...
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basel :
Springer Basel,
2010.
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| Series: | Frontiers in Mathematics,
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
