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- Includes supplementary material: sn.pub/extras
Part of the book series: Frontiers in Mathematics (FM)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
About this book
Reviews
From the reviews:
“The book provides a unified treatment of geometric structures related to filtering and extends in particular the earlier lecture notes of the authors … . The methods described are of essential interest for any researcher in the field of random dynamical systems and stochastic differential equations.” (Anton Thalmaier, Mathematical Reviews, Issue 2012 e)Authors and Affiliations
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Inst. Mathematics, University of Warwick, Coventry, United Kingdom
K. David Elworthy, Xue-Mei Li
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CNRS, Laboratoire de Mathématiques, Université Paris-Sud XI, Orsay Cedex, France
Yves Le Jan
Bibliographic Information
Book Title: The Geometry of Filtering
Authors: K. David Elworthy, Yves Le Jan, Xue-Mei Li
Series Title: Frontiers in Mathematics
DOI: https://doi.org/10.1007/978-3-0346-0176-4
Publisher: Birkhäuser Basel
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Basel AG 2010
Softcover ISBN: 978-3-0346-0175-7Published: 30 November 2010
eBook ISBN: 978-3-0346-0176-4Published: 27 November 2010
Series ISSN: 1660-8046
Series E-ISSN: 1660-8054
Edition Number: 1
Number of Pages: XI, 169
Topics: Numerical Analysis, Probability Theory and Stochastic Processes, Differential Geometry, Global Analysis and Analysis on Manifolds