Powiedz znajomym o tym przedmiocie:
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.
Media | Książki Paperback Book (Książka z miękką okładką i klejonym grzbietem) |
Wydane | 28 lutego 2018 |
ISBN13 | 9786131536854 |
Wydawcy | Éditions universitaires européennes |
Strony | 148 |
Wymiary | 226 × 8 × 150 mm · 226 g |
Język | English |
Zobacz wszystko od Fabrice Blache ( np. Paperback Book )