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Stochastic differential equations on manifolds

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Stochastic differential equations on manifolds Fabrice Blache
Libristo kod: 06888599
Nakladnici Omniscriptum, veljača 2018
This thesis is devoted to the study of some kind of Backward Stochastic Differential Equations (BSDE... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Stochastic differential equations on manifolds
Autor Fabrice Blache
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2018
Broj stranica 148
EAN 9786131536854
ISBN 6131536856
Libristo kod 06888599
Nakladnici Omniscriptum
Težina 227
Dimenzije 152 x 229 x 9

Kategorija

Biography, Literature & Literary studies > Literature: history & criticism > Literary studies: general
Mathematics & Science > Mathematics > Probability & statistics
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