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Stochastic differential equations on manifolds

Language EnglishEnglish
Book Paperback
Book Stochastic differential equations on manifolds Fabrice Blache
Libristo code: 06888599
Publishers Omniscriptum, February 2018
This thesis is devoted to the study of some kind of Backward Stochastic Differential Equations (BSDE... Full description
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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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About the book

Full name Stochastic differential equations on manifolds
Author Fabrice Blache
Language English
Binding Book - Paperback
Date of issue 2018
Number of pages 148
EAN 9786131536854
ISBN 6131536856
Libristo code 06888599
Publishers Omniscriptum
Weight 227
Dimensions 152 x 229 x 9

Categories

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