Xue-Mei Li – författare
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4 produkter
Geometry of Filtering
Av K. David Elworthy, Yves Le Jan m. fl.
Häftad, 2010
606 kr
Lägg i varukorg
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 …
Geometry of Filtering
Av Xue-Mei Li, Yves Le Jan m. fl.
E-bok, 2010
815 kr
Lägg i varukorg
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 …
On the Geometry of Diffusion Operators and Stochastic Flows
Av Xue-Mei Li, Y. Le Jan m. fl.
E-bok, 2007
408 kr
Lägg i varukorg
Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative …
On the Geometry of Diffusion Operators and Stochastic Flows
Av K.D. Elworthy, Y. Le Jan m. fl.
Häftad, 1999
301 kr
Lägg i varukorg
Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative …