Omniscriptum
Stochastic differential equations on manifolds
Product Code:
9786131536854
ISBN13:
9786131536854
Condition:
New
$74.47
Stochastic differential equations on manifolds
$74.47
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.
| Author: Blache-F |
| Publisher: Omniscriptum |
| Publication Date: Feb 28, 2018 |
| Number of Pages: 148 pages |
| Binding: Paperback or Softback |
| ISBN-10: 6131536856 |
| ISBN-13: 9786131536854 |
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