On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem (Q4920278)
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scientific article; zbMATH DE number 6163697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem |
scientific article; zbMATH DE number 6163697 |
Statements
On Filtering with Observation in a Manifold: Reduction to a Classical Filtering Problem (English)
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16 May 2013
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stochastic filtering
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stochastic differential geometry
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Le Jan-Watanabe connection
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elliptic diffusion
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pathwise construction
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