Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Frontiers in Mathematics (FM)
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Table of contents (9 chapters)
Keywords
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
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