The Geometry of Filtering

DOI10.1007/978-3-0346-0176-4zbMath1219.58017arXiv0810.2253OpenAlexW1903888543MaRDI QIDQ3644391

Yves Le Jan, Xue-Mei Li, K. David Elworthy

Publication date: 4 November 2009

Published in: Frontiers in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.2253

zbMATH Keywords

manifoldsdiffusion processMarkov processfilteringconnectionsprincipal bundlediffusion operatorsemi-connectionsdiffeomorphisms groupHermander form of differential operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Research exposition (monographs, survey articles) pertaining to global analysis (58-02) Research exposition (monographs, survey articles) pertaining to differential geometry (53-02) Sub-Riemannian geometry (53C17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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