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Mecanique Aleatoire de J.-M. Bismut

Mecanique Aleatoire: Lecture Notes in Mathematics, cartea 866

Autor J.-M. Bismut
fr Limba Franceză Paperback – iun 1981

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Specificații

ISBN-13: 9783540108405
ISBN-10: 3540108408
Pagini: 580
Ilustrații: XVI, 563 p.
Dimensiuni: 155 x 235 x 30 mm
Greutate: 0.8 kg
Ediția:1981
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Notations.- Flots associés à des diffusions.- Proprétés d’intersection du flot ?.(?,.).- Integrales stochastiques.- Calcul différentiel stochastique.- Diffusions sur les variétés symplectiques.- Problemes variationnels et diffusions hamiltoniennes.- Reconstruction de la structure hamiltonienne dans les problemes d’optimisation stochastique classique.- Formulation geometrique du calcul differentiel de ito.- Calcul differentiel stochastique en coordonnees covariantes.- Relevement de connexions dans un fibre cotangent et relevement de diffusions.- Approximation des flots associes a une diffusion de Ito sur une variete riemanienne a courbure negative.- Calcul variationnel en coordonnées covariantes sur des semi-martingales de ito.