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Stochastic differential equations on manifolds by Blache-F

Stochastic differential equations on manifolds

by Blache-F
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Book cover type: Paperback
  • ISBN13: 9786131536854
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Omniscriptum
  • Publisher Imprint: Omniscriptum
  • Publication Date:
  • Pages: 148
  • Original Price: GBP 41.0
  • Language: French
  • Edition: N/A
  • Item Weight: 227 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

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