Mémoire magistere

Approche variationnelle du principe stochastique de pontriagin

Abel Redjil ; Khaled Melkemi, Directeur de thèse | Biskra [Algerie] : Université Mohamed Khider | 2010

The subject of this work is the study of stochastic principle of Pontryagin. First, we study the stochastic differential equations specially, the existence and uniqueness of the solution and its general properties Second, we study the existence [...]

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