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Stochastic Differential Equations on Manifolds
Differential Geometry and Probability
- Collana:
- Omn.univ.europ.
- EAN:
9786131536854
- ISBN:
6131536856
- Pagine:
- 148
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione Stochastic Differential Equations on Manifolds
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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