• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic differential equations on manifolds

Stochastic differential equations on manifolds

Paperback

Series: Omn.Univ.Europ.

Literary CriticismProbability & Statistics

ISBN10: 6131536856
ISBN13: 9786131536854
Publisher: Ed Universitaires Europeennes
Published: Feb 28 2018
Pages: 148
Weight: 0.50
Height: 0.34 Width: 6.00 Depth: 9.00
Language: French
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.

Also in

Probability & Statistics