Stochastic differential equations on manifolds / Najlacnejšie knihy
Stochastic differential equations on manifolds

Code: 06888599

Stochastic differential equations on manifolds

by 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 problem ... more

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Book synopsis

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.

Book details

Book category Books in English Literature & literary studies Literature: history & criticism Literary studies: general

72.10

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