Verfügbarkeit: The Geometry of Filtering | Technische Universität München

The Geometry of Filtering:

Gespeichert in:

Bibliographische Detailangaben
Beteiligte Personen:	Elworthy, Kenneth David 1940- (VerfasserIn), Le Jan, Yves 1952- (VerfasserIn), Li, Xue-Mei 1964- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Basel Birkhäuser 2010
Schriftenreihe:	Frontiers in Mathematics
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020195520&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XI, 169 S.
ISBN:	9783034601757

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV025599981
003	DE-604
005	20121109
007	t\|
008	100417s2010 xx \|\|\|\| 00\|\|\| eng d
016	7		\|a 995338841 \|2 DE-101
020			\|a 9783034601757 \|9 978-3-0346-0175-7
035			\|a (OCoLC)699633149
035			\|a (DE-599)BVBBV025599981
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-11 \|a DE-83 \|a DE-188
084			\|a SK 280 \|0 (DE-625)143228: \|2 rvk
084			\|a 60G35 \|2 msc
084			\|a 510 \|2 sdnb
084			\|a 60H07 \|2 msc
100	1		\|a Elworthy, Kenneth David \|d 1940- \|e Verfasser \|0 (DE-588)114998132 \|4 aut
245	1	0	\|a The Geometry of Filtering \|c K. David Elworthy ; Yves LeJan ; Xue-Mei Li
264		1	\|a Basel \|b Birkhäuser \|c 2010
300			\|a XI, 169 S.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	0		\|a Frontiers in Mathematics
700	1		\|a Le Jan, Yves \|d 1952- \|e Verfasser \|0 (DE-588)121457400 \|4 aut
700	1		\|a Li, Xue-Mei \|d 1964- \|e Verfasser \|0 (DE-588)121457397 \|4 aut
776	0	8	\|i Erscheint auch als \|n Online-Ausgabe \|z 978-3-0346-0176-4
856	4	2	\|m SWB Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020195520&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
943	1		\|a oai:aleph.bib-bvb.de:BVB01-020195520

Datensatz im Suchindex

_version_	1819382398729584640
adam_text	IMAGE 1 CONTENTS INTRODUCTION VII 1 DIUSION OPERATORS 1 1.1 REPRESENTATIONS OF DIUSION OPERATORS . . . . . . . . . . . . . . . . 1 1.2 THE ASSOCIATED FIRST-ORDER OPERATOR . . . . . . . . . . . . . . . . . 4 1.3 DIUSION OPERATORS ALONG A DISTRIBUTION . . . . . . . . . . . . . . 5 1.4 LIFTS OF DIUSION OPERATORS . . . . . . . . . . . . . . . . . . . . . . 7 1.5 NOTES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 2 DECOMPOSITION OF DIUSION OPERATORS 11 2.1 THE HORIZONTAL LIFT MAP . . . . . . . . . . . . . . . . . . . . . . . . 11 2.2 LIFTS OF COHESIVE OPERATORS AND THE DECOMPOSITION THEOREM . . . 17 2.3 THE LIFT MAP FOR SDES AND DECOMPOSITION OF NOISE . . . . . . . . 23 2.3.1 DECOMPOSITION OF STRATONOVICH SDE S . . . . . . . . . . . . 24 2.3.2 DECOMPOSITION OF THE NOISE AND IT^ O SDE S . . . . . . . . . . 25 2.4 DIUSION OPERATORS WITH PROJECTIBLE SYMBOLS . . . . . . . . . . . . 26 2.5 HORIZONTAL LIFTS OF PATHS AND COMPLETENESS OF SEMI-CONNECTIONS . . . 28 2.6 TOPOLOGICAL IMPLICATIONS . . . . . . . . . . . . . . . . . . . . . . . . 30 2.7 NOTES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 3 EQUIVARIANT DIUSIONS ON PRINCIPAL BUNDLES 33 3.1 INVARIANT SEMI-CONNECTIONS ON PRINCIPAL BUNDLES . . . . . . . . . . 34 3.2 DECOMPOSITIONS OF EQUIVARIANT OPERATORS . . . . . . . . . . . . . . 36 3.3 DERIVATIVE FLOWS AND ADJOINT CONNECTIONS . . . . . . . . . . . . . . 41 3.4 ASSOCIATED VECTOR BUNDLES AND GENERALISED WEITZENB OCK FORMULAE 46 3.5 NOTES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 4 PROJECTIBLE DIUSION PROCESSES AND MARKOVIAN FILTERING 61 4.1 INTEGRATION OF PREDICTABLE PROCESSES . . . . . . . . . . . . . . . . . . 62 4.2 HORIZONTALITY AND LTRATIONS . . . . . . . . . . . . . . . . . . . . . . 66 4.3 INTERTWINED DIUSION PROCESSES . . . . . . . . . . . . . . . . . . . . 66 4.4 A FAMILY OF MARKOVIAN KERNELS . . . . . . . . . . . . . . . . . . . . . 70 IMAGE 2 VI CONTENTS 4.5 THE LTERING EQUATION . . . . . . . . . . . . . . . . . . . . . . . . . 71 4.6 APPROXIMATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 4.7 KRYLOV-VERETENNIKOV EXPANSION . . . . . . . . . . . . . . . . . . . . 74 4.8 CONDITIONAL LAWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75 4.9 AN SPDE EXAMPLE . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 4.10 EQUIVARIANT CASE: SKEW-PRODUCT DECOMPOSITION . . . . . . . . . . . . 81 4.11 CONDITIONAL EXPECTATIONS OF INDUCED PROCESSES ON VECTOR BUNDLES . 83 4.12 NOTES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 5 FILTERING WITH NON-MARKOVIAN OBSERVATIONS 87 5.1 SIGNALS WITH PROJECTIBLE SYMBOL . . . . . . . . . . . . . . . . . . . . 88 5.2 INNOVATIONS AND INNOVATIONS PROCESSES . . . . . . . . . . . . . . . . 91 5.3 CLASSICAL FILTERING . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 5.4 EXAMPLE: ANOTHER SPDE . . . . . . . . . . . . . . . . . . . . . . . 95 5.5 NOTES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 6 THE COMMUTATION PROPERTY 101 6.1 COMMUTATIVITY OF DIUSION SEMIGROUPS . . . . . . . . . . . . . . . 103 6.2 CONSEQUENCES FOR THE HORIZONTAL FLOW . . . . . . . . . . . . . . . . 105 7 EXAMPLE: RIEMANNIAN SUBMERSIONS AND SYMMETRIC SPACES 115 7.1 RIEMANNIAN SUBMERSIONS . . . . . . . . . . . . . . . . . . . . . . . 115 7.2 RIEMANNIAN SYMMETRIC SPACES . . . . . . . . . . . . . . . . . . . . 116 7.3 NOTES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 8 EXAMPLE: STOCHASTIC FLOWS 121 8.1 SEMI-CONNECTIONS ON THE BUNDLE OF DIEOMORPHISMS . . . . . . . . 121 8.2 SEMI-CONNECTIONS INDUCED BY STOCHASTIC FLOWS . . . . . . . . . . . 125 8.3 SEMI-CONNECTIONS ON NATURAL BUNDLES . . . . . . . . . . . . . . . . . 131 9 APPENDICES 135 9.1 GIRSANOV-MARUYAMA-CAMERON-MARTIN THEOREM . . . . . . . . . . . 135 9.2 STOCHASTIC DIERENTIAL EQUATIONS FOR DEGENERATE DIUSIONS . . . . . . 139 9.3 SEMI-MARTINGALES AND -MARTINGALES ALONG A SUBBUNDLE . . . . . . 145 9.4 SECOND FUNDAMENTAL FORMS AND SHAPE OPERATORS . . . . . . . . . . . 147 9.5 INTERTWINED STOCHASTIC OWS . . . . . . . . . . . . . . . . . . . . . . 148 BIBLIOGRAPHY 159 INDEX 167
any_adam_object	1
author	Elworthy, Kenneth David 1940- Le Jan, Yves 1952- Li, Xue-Mei 1964-
author_GND	(DE-588)114998132 (DE-588)121457400 (DE-588)121457397
author_facet	Elworthy, Kenneth David 1940- Le Jan, Yves 1952- Li, Xue-Mei 1964-
author_role	aut aut aut
author_sort	Elworthy, Kenneth David 1940-
author_variant	k d e kd kde j y l jy jyl x m l xml
building	Verbundindex
bvnumber	BV025599981
classification_rvk	SK 280
ctrlnum	(OCoLC)699633149 (DE-599)BVBBV025599981
discipline	Mathematik
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01420nam a2200373 c 4500</leader><controlfield tag="001">BV025599981</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121109 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">100417s2010 xx \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">995338841</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783034601757</subfield><subfield code="9">978-3-0346-0175-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)699633149</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV025599981</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 280</subfield><subfield code="0">(DE-625)143228:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60G35</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60H07</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Elworthy, Kenneth David</subfield><subfield code="d">1940-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)114998132</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The Geometry of Filtering</subfield><subfield code="c">K. David Elworthy ; Yves LeJan ; Xue-Mei Li</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basel</subfield><subfield code="b">Birkhäuser</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 169 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Frontiers in Mathematics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Le Jan, Yves</subfield><subfield code="d">1952-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121457400</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Li, Xue-Mei</subfield><subfield code="d">1964-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121457397</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-0346-0176-4</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">SWB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020195520&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-020195520</subfield></datafield></record></collection>
id	DE-604.BV025599981
illustrated	Not Illustrated
indexdate	2024-12-20T14:31:08Z
institution	BVB
isbn	9783034601757
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-020195520
oclc_num	699633149
open_access_boolean
owner	DE-11 DE-83 DE-188
owner_facet	DE-11 DE-83 DE-188
physical	XI, 169 S.
publishDate	2010
publishDateSearch	2010
publishDateSort	2010
publisher	Birkhäuser
record_format	marc
series2	Frontiers in Mathematics
spellingShingle	Elworthy, Kenneth David 1940- Le Jan, Yves 1952- Li, Xue-Mei 1964- The Geometry of Filtering
title	The Geometry of Filtering
title_auth	The Geometry of Filtering
title_exact_search	The Geometry of Filtering
title_full	The Geometry of Filtering K. David Elworthy ; Yves LeJan ; Xue-Mei Li
title_fullStr	The Geometry of Filtering K. David Elworthy ; Yves LeJan ; Xue-Mei Li
title_full_unstemmed	The Geometry of Filtering K. David Elworthy ; Yves LeJan ; Xue-Mei Li
title_short	The Geometry of Filtering
title_sort	the geometry of filtering
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020195520&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT elworthykennethdavid thegeometryoffiltering AT lejanyves thegeometryoffiltering AT lixuemei thegeometryoffiltering

Verfügbarkeit

‌

Inhaltsverzeichnis