Stochastic models, information theory, and Lie groups. Volume I: Classical results and geometric methods

DOI10.1007/978-0-8176-4803-9zbMath1182.60001OpenAlexW2495681058MaRDI QIDQ1018982

Publication date: 26 May 2009

Published in: Applied and Numerical Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-4803-9

zbMATH Keywords

stochastic process differential geometry information theory Stochastic models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Diffusion processes and stochastic analysis on manifolds (58J65) Information theory (general) (94A15) Foundations of stochastic processes (60G05) Lie groups (22Exx)

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