Intertwinned diffusions by examples

DOI10.1007/978-3-642-15358-7_4MaRDI QIDQ3015678zbMATH OpenOpenAlexFDO

Authors Xue-Mei Li

Publication date 13 July 2011

Published in Stochastic Analysis 2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-15358-7_4

zbMATH Keywords

diffusionnonlinear filteringstochastic flow

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Recommendations

• The Geometry of Filtering
• On the geometry of diffusion operators and stochastic flows
• On drift, diffusion and geometry
• On the filtration problem of diffusion processes
• Filtering with Observations on a Riemannian Symmetric Space

Cited in

(2)

• On drift, diffusion and geometry
• The Geometry of Filtering

This page was built for publication: Intertwinned diffusions by examples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3015678)