Sciences, Technology & Medicine
Mecanique Aleatoire (English, J. -M Bismut)
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Book Details
| ISBN-13 | 9783540108405 |
| ISBN-10 | 3540108408 |
Product Description
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
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