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Beschreibung
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.
Differential Geometry and Probability
Details
| Verlag | Éditions universitaires européennes |
| Ersterscheinung | 22. September 2010 |
| Maße | 22 cm x 15 cm x 1 cm |
| Gewicht | 238 Gramm |
| Format | Softcover |
| ISBN-13 | 9786131536854 |
| Seiten | 148 |
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