Nonlinear filtering and Riemannian scalar curvature, \({\mathbb{R}}\)

DOI10.1016/0196-8858(87)90024-8zbMath0634.60038OpenAlexW2042503704WikidataQ115363717 ScholiaQ115363717MaRDI QIDQ1096965

Robert J. Elliott, Peter L. Antonelli, Robert M. Seymour

Publication date: 1987

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(87)90024-8

zbMATH Keywords

stochastic partial differential equationshigh dimensional nonlinear filtering problemsmeasure-valued solution of the Zakai equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (9)

Filtering then-dimensional logistic growth model ⋮ A brief introduction to Volterra-Hamilton theory in ecological modelling ⋮ A curved space forward cauchy problem for chemical ecology on the great barrier reef ⋮ Nonlinear prediction of crown–of–thorns outbreaks on the great barrier reef ⋮ Multiple time-scale diffusion models of starfish and coral state changes over the whole great barrier reef ⋮ A mathematical theory of evolution by heterochrony in colonial invertebrates ⋮ Fuzzy differential inclusions as substitutes for stochastic differential equations in population biology ⋮ The differential geometry of starfish cycles: a 20-year retrospective and open problems ⋮ Filtering for a logistic equation

Cites Work

• Non-linear growth mechanics. I. Volterra-Hamilton systems
• Hypoelliptic second order differential equations
• A formula for the curvature of the likelihood surface of a sample drawn from a distribution admitting sufficient statistics
• Nonlinear filtering theory for coral/starfish and plant/herbivore interactions^†
• The geometry of random genetic drift VI. A random selection diffusion model
• The geometry of random drift I. Stochastic distance and diffusion
• The geometry of random drift V. Axiomatic derivation of the WFK diffusion from a variational principle
• ON A PROPERTY OF DISTRIBUTIONS ADMITTING SUFFICIENT STATISTICS
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