LIBROS DEL AUTOR: yves le jan

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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 ...
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