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dc.contributor.advisorBen brahim, Radhia-
dc.contributor.authorBen sacia, Amel-
dc.date.accessioned2021-10-04T21:58:08Z-
dc.date.available2021-10-04T21:58:08Z-
dc.date.issued2021-
dc.identifier.urihttp://dspace.univ-ouargla.dz/jspui/handle/123456789/26432-
dc.descriptionProbabilités et Statistique-
dc.description.abstractفي هذا العمل ، درسنا الحد الأقصى لمبدأ التحكم العشوائي للانتشار الفردي ذي المعاملات غير الخطية ، فنحن نهتم بالشروط المثلى. يجد هذا النوع تطبيقات مباشرة في علم الاقتصاد والتسيير والرياضيات المالية.en_US
dc.description.abstractIn this work, we have studied the maximum principle of stochastic control for single diffusion to non-linear coefficients, we are interested in optimal conditions. This type directly finds applications in economics, management and financial mathematics-
dc.description.sponsorshipRépublique Algérienne Démocratique et Populaire Ministère de l'Enseignement Supérieur et de la Recherche Scientifique UNIVERSITÉ KASDI MERBAH, OUARGLA Faculté des Mathématiques et des Sciences de la Matièreen_US
dc.language.isofren_US
dc.publisherUNIVERSITÉ KASDI MERBAH OUARGLA-
dc.subjectItô ‘s formulaen_US
dc.subjectstochastic processen_US
dc.subjectmaximum principleen_US
dc.subjectoptimal controlen_US
dc.subjectstochastic differential equationen_US
dc.titlePrincipe du maximum en contrôle stochastique pour des diffusions singulières à coefficients non linéairesen_US
dc.typeThesisen_US
Appears in Collections:Département de Mathématiques - Master

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