Stochastic Differential Equations on Manifolds: Differential Geometry and Probability - Fabrice Blache - Knjige - Éditions universitaires européennes - 9786131536854 - 28. februarja 2018
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Stochastic Differential Equations on Manifolds: Differential Geometry and Probability

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This thesis is devoted to the study of some kind of Backward Stochastic Differential Equations (BSDE for short) with a drift f, whose solutions belong to a Riemannian manifold with connection. It generalizes two well-known problems : the research for martingales with prescribed terminal value, and the existence and uniqueness of solutions to euclidean BSDE with Lipschitz drift, originally studied by E. Pardoux and S. Peng.

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 28. februarja 2018
ISBN13 9786131536854
Založniki Éditions universitaires européennes
Strani 148
Dimenzije 226 × 8 × 150 mm   ·   226 g
Jezik Angleščina