9783034601757 - the geometry of filtering (frontiers in mathematics) von elworthy, k. david; le jan, yves; li, xue-mei (6 Ergebnisse)
Sprache: Englisch
Verlag: Birkhäuser, 2010
- Softcover
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Sprache: Englisch
Verlag: Birkhauser, 2010
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Paperback. Zustand: Brand New. 169 pages. 9.25x6.75x0.50 inches. In Stock.
Sprache: Englisch
Verlag: Birkhäuser, 2010
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Zustand: New. The geometry used in this book is that determined by a map of one space N onto another, M, mapping a diffusion process, or operator, on N to one on M. That geometry is considered in situations of geometric, stochastic analytic or filtering interest. Series: Frontiers in Mathematics. Num Pages: 180 pages, biography.… BIC Classification: PBKS; PBMP; PBT. Category: (P) Professional & Vocational. Dimension: 243 x 171 x 11. Weight in Grams: 318. . 2010. 2010th Edition. paperback. . . . . Books ship from the US and Ireland.
Weitere BilderSprache: Englisch
Verlag: Birkhäuser, 2010
- Softcover
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Taschenbuch. Zustand: Neu. The Geometry of Filtering | K. David Elworthy (u. a.) | Taschenbuch | xi | Englisch | 2010 | Birkhäuser | EAN 9783034601757 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbiete…r: preigu.
Sprache: Englisch
Verlag: Birkhäuser, 2010
- Softcover
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and… so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the projection from the state space to the observations space', and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.
Sprache: Englisch
Verlag: Birkhäuser, 2010
- Softcover
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Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and… so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the \projection from the state space to the observations space", and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.
