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Stochastic Differential Equations on Manifolds

Autor Fabrice Blache
en Limba Engleză Paperback – 5 mai 2014
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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Specificații

ISBN-13: 9786131536854
ISBN-10: 6131536856
Pagini: 148
Dimensiuni: 152 x 229 x 9 mm
Greutate: 0.23 kg
Editura: Omniscriptum