Povej prijatelju o tem izdelku:
Stochastic Differential Equations on Manifolds: Differential Geometry and Probability Fabrice Blache
Stochastic Differential Equations on Manifolds: Differential Geometry and Probability
Fabrice Blache
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 |
Ogled vseh Fabrice Blache