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Stochastic Differential Equations on Manifolds


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  • Product 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.
Product Specifications
SKU :COC13508
AuthorFabrice Blache
Number of Pages148
Publishing Year9/22/2010
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandNot defined
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-23 00:00:00