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DC Field | Value | Language |
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dc.contributor.advisor | Ben brahim, Radhia | - |
dc.contributor.author | Ben sacia, Amel | - |
dc.date.accessioned | 2021-10-04T21:58:08Z | - |
dc.date.available | 2021-10-04T21:58:08Z | - |
dc.date.issued | 2021 | - |
dc.identifier.uri | http://dspace.univ-ouargla.dz/jspui/handle/123456789/26432 | - |
dc.description | Probabilités et Statistique | - |
dc.description.abstract | في 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.abstract | In 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.sponsorship | République 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 Matière | en_US |
dc.language.iso | fr | en_US |
dc.publisher | UNIVERSITÉ KASDI MERBAH OUARGLA | - |
dc.subject | Itô ‘s formula | en_US |
dc.subject | stochastic process | en_US |
dc.subject | maximum principle | en_US |
dc.subject | optimal control | en_US |
dc.subject | stochastic differential equation | en_US |
dc.title | Principe du maximum en contrôle stochastique pour des diffusions singulières à coefficients non linéaires | en_US |
dc.type | Thesis | en_US |
Appears in Collections: | Département de Mathématiques - Master |
Files in This Item:
File | Description | Size | Format | |
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Ben sacia-Amel.pdf | 702,46 kB | Adobe PDF | View/Open |
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