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Estimation for jump processes in the tangent bundle of a Riemann manifold

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Abstract

A stochastic process is formulated in the tangent bundle of a Riemann manifold where the vector fibre portion of the process is a jump process. Since the tangent spaces change as the process in the base manifold evolves, it is necessary to define a jump process in the fibres of the tangent bundle with respect to the process in the base manifold. An estimation problem is formulated and solved for a process obtained from the jump process in the fibres of the tangent bundle where the observations include the process in the base manifold and the jump times. Since each fibre of the tangent bundle is a linear space, a suitable modification of some results for estimation in linear spaces can be used to solve the aforementioned estimation problem.

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Authors and Affiliations

  1. Department of Mathematics, The University of Kansas, 66045, Lawrence, Kansas, USA

    T. E. Duncan

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  1. T. E. Duncan
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Additional information

Communicated by K. Itô

Research supported by NSF Grants ENG 75-06562 and MCS 76-01695 and AFOSR Grant 77-3177.

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Duncan, T.E. Estimation for jump processes in the tangent bundle of a Riemann manifold. Appl Math Optim 4, 265–274 (1977). https://doi.org/10.1007/BF01442143

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  • DOI: https://doi.org/10.1007/BF01442143

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