The Geometry of Filtering (Q3644391)

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The Geometry of Filtering
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    Statements

    title
    The Geometry of Filtering (English)
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    author
    Yves Le Jan
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    Xue-Mei Li
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    K. David Elworthy
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    publication date
    4 November 2009
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    zbMATH Keywords
    diffusion process
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    Markov process
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    diffusion operator
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    manifolds
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    filtering
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    connections
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    semi-connections
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    Hermander form of differential operator
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    principal bundle
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    diffeomorphisms group
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    Identifiers

    Mathematics Subject Classification ID
    58J65
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    58-02
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    60-02
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    53-02
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    60H10
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    60J60
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    53C21
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    53C17
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    zbMATH DE Number
    5625331
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