9783034601757 - the geometry of filtering di elworthy, k. david; le jan, yves; li, xue-mei (13 risultati)
Lingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Condizione: New.
Lingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Lingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Condizione: New. In.
Lingua: Inglese
Editore: Birkh?user 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Condizione: 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, biograp…hy. BIC Classification: PBKS; PBMP; PBT. Category: (P) Professional & Vocational. Dimension: 243 x 171 x 11. Weight in Grams: 318. . 2010. 2010th Edition. paperback. . . . .
Lingua: Inglese
Editore: Birkhauser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
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Paperback. Condizione: Brand New. 169 pages. 9.25x6.75x0.50 inches. In Stock.
Lingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Condizione: 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, biograp…hy. 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.
Lingua: Inglese
Editore: Birkhäuser, Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: 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.
Altre immaginiLingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. The Geometry of Filtering | K. David Elworthy (u. a.) | Taschenbuch | Frontiers in Mathematics | 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 | Anbieter: preigu.
Lingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Da: Buchpark, Trebbin, , GermaniaBuchpark
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Condizione: 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.
Lingua: Inglese
Editore: Birkhäuser 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
- Brossura
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer Basel Nov 2010 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
- Brossura
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 ar…e 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. 184 pp. Englisch.
Lingua: Inglese
Editore: Springer Basel 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
- Brossura
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Da: moluna, Greven, , Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes supplementary material: sn.pub/extrasFiltering 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 assoc…iated with second-order linear.
Lingua: Inglese
Editore: Birkhäuser, Birkhäuser Nov 2010 2010
Serie: Frontiers in Mathematics, Libro 20 di 48. Libro 20 di 48 - Frontiers in Mathematics
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 se…mi-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.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 184 pp. Englisch.
