-
Anglický jazyk
Stochastic Differential Equations on Manifolds
Autor: 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 problems : the research... Viac o knihe
Na objednávku, dodanie 2-4 týždne
57.33 €
bežná cena: 63.70 €
O knihe
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.
- Vydavateľstvo: Éditions universitaires européennes
- Rok vydania: 2010
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9786131536854
