{"id":51,"date":"2013-11-28T20:17:43","date_gmt":"2013-11-28T19:17:43","guid":{"rendered":"http:\/\/www.latp.univ-mrs.fr\/~mathieu.dandonneau\/m2psav.new\/?page_id=51"},"modified":"2021-11-22T16:02:56","modified_gmt":"2021-11-22T15:02:56","slug":"eds-progressives-et-retrogrades","status":"publish","type":"page","link":"https:\/\/m2psav.master.edu-math.org\/?page_id=51","title":{"rendered":"EDS progressives et r\u00e9trogrades,"},"content":{"rendered":"<p>EDS progressives et r\u00e9trogrades<br \/>\nAuguste Aman (UFHB)<\/p>\n<p>EDS : solutions fortes sous conditions de Lipschitz globale-locale, conditions de monotonie, solutions faibles et probl\u00e8mes de martingale, utilisation du th\u00e9or\u00e8me de Girsanov et du changement de temps, formule de Feynman-Kac pour des EDP lin\u00e9aires .<br \/>\nEDSR : cas Lipschitzien (th\u00e9or\u00e8me de Pardoux-Peng), cas lin\u00e9aire, cas monotone, cas \u00e0 coefficients continus, th\u00e9or\u00e8me de comparaison, cas avec temps terminal al\u00e9atoire. Cadre markovien et liens avec les Equations aux D\u00e9riv\u00e9es Partielles (Parabolique et elliptique), cas r\u00e9fl\u00e9chi, cas multivoque. Cas des \u00e9quations diff\u00e9rentielles stochastiques doublement stochastiques et application aux \u00e9quations d\u00e9riv\u00e9es partielles stochastiques. Application en finance<\/p>\n","protected":false},"excerpt":{"rendered":"<p>EDS progressives et r\u00e9trogrades Auguste Aman (UFHB) EDS : solutions fortes sous conditions de Lipschitz globale-locale, conditions de monotonie, solutions faibles et probl\u00e8mes de martingale, utilisation du th\u00e9or\u00e8me de Girsanov et du changement de temps, formule de Feynman-Kac pour des EDP lin\u00e9aires . EDSR : cas Lipschitzien (th\u00e9or\u00e8me de Pardoux-Peng), cas lin\u00e9aire, cas monotone, cas [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"open","template":"","meta":{"footnotes":""},"class_list":["post-51","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=\/wp\/v2\/pages\/51","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=51"}],"version-history":[{"count":1,"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=\/wp\/v2\/pages\/51\/revisions"}],"predecessor-version":[{"id":52,"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=\/wp\/v2\/pages\/51\/revisions\/52"}],"wp:attachment":[{"href":"https:\/\/m2psav.master.edu-math.org\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}