LIBROS DEL AUTOR: xue mei li

2 resultados para LIBROS DEL AUTOR: xue mei li

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  • The Geometry of Filtering
    K. David Elworthy / KDavid Elworthy / Xue-Mei Li / Yves Le Jan
    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 ...
    Disponible

    72,95 €

  • On the Geometry of Diffusion Operators and Stochastic Flows
    K.D. Elworthy / Xue-Mei Li / Y. Le Jan
    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 properties of stochastic flows, and analysis on path spaces o...
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    48,55 €