Mecanique Aleatoire (English, J. -M Bismut)
by J. -M Bismut
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540108405
ISBN-10
3540108408
Author
J. -M Bismut
About the Book
Notations.- Flots associés à des diffusions.- Proprétés d'intersection du flot ?.(?,.).- Integrales stochastiques.- Calcul différentiel stochastique.- Diffusions sur les variétés symplectiques.- Problemes variationnels et diffusions hamiltoniennes.- Reconstruction de la structure hamiltonienne dans les problemes d'optimisation stochastique classique.- Formulation geometrique du calcul differentiel de ito.- Calcul differentiel stochastique en coor…
ISBN: 9783540108405
ISBN-13: 9783540108405
ISBN-10: 3540108408
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Product ID: isbn-9783540108405
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