| Stochastic differential equations on manifolds Contributor(s): Blache-F (Author) |
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ISBN: 6131536856 ISBN-13: 9786131536854 Publisher: Omniscriptum OUR PRICE: $60.80 Product Type: Paperback Language: French Published: February 2018 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Literary Criticism |
| Series: Omn.Univ.Europ. |
| Physical Information: 0.34" H x 6" W x 9" (0.50 lbs) 148 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |