Finite-Dimensional Filters. Part II: Invariance Group Techniques (Q4337728)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1013281
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite-Dimensional Filters. Part II: Invariance Group Techniques |
scientific article; zbMATH DE number 1013281 |
Statements
Finite-Dimensional Filters. Part II: Invariance Group Techniques (English)
0 references
26 May 1997
0 references
bilinear stochastic partial differential equation
0 references
Riemannian geometry
0 references
finite-dimensional filters
0 references
invariance group of a parabolic equation
0 references
finite-dimensional realization
0 references
0.8108363151550293
0 references
0.7854107022285461
0 references
0.7761391401290894
0 references
In the second part of this work [Part I is reviewed above], finite-dimensional filters for stochastic differential operators are analyzed from a geometrical point of view. The invariance group of a parabolic equation is introduced and it is applied to the problem of finite-dimensional realization of bilinear stochastic differential equations. This time the analysis is focused on mappings having values in a set of smooth functions (densities) rather than measures. The exposition is given in an explicit manner and several examples are analyzed in detail.
0 references
