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 Stochastic Differential Equations on Manifolds. Differential Geometry and Probability
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Stochastic Differential Equations on Manifolds. Differential Geometry and Probability

автор Fabrice B. издательство Книга по Требованию Книги
Cтраниц 148        мягкая обложка       
Аннотация: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.
Автор: Fabrice B.
Издательство: Книга по Требованию
Год:2010
Цена:
1893 руб
Нет в наличии
Поиск: Stochastic Differential Equations on Manifolds. Differential Geometry and Probability
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
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