Publication:2503164

DOI10.1007/s00440-005-0482-zzbMath1105.60036arXivmath/0501265OpenAlexW4238730134MaRDI QIDQ2503164

Fabrice Blache

Publication date: 14 September 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0501265

zbMATH Keywords

Brownian motionmartingalesRiemannian manifoldmartingaleprocesses on manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (6)

A characterization of solutions of quadratic BSDEs and a new approach to existence ⋮ Reflected BSDEs in non-convex domains ⋮ A class of globally solvable Markovian quadratic BSDE systems and applications ⋮ Backward stochastic differential equations on manifolds. II ⋮ An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations ⋮ A study of backward stochastic differential equation on a Riemannian manifold

Cites Work

• Adapted solution of a backward stochastic differential equation
• Martingales on Riemannian manifolds with prescribed limit
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Probability, convexity, and harmonic maps. II: Smoothness via probabilistic gradient inequalities
• Barycenters and martingales on a manifold
• Differentiable and analytic families of continuous martingales in manifolds with connection
• Backward stochastic differential equations: The locally Lipschitz case
• Backward stochastic differential equations with continuous coefficient
• BSDEs with polynomial growth generators
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Brownian motion and the formation of singularities in the heat flow for harmonic maps
• Backward stochastic differential equations on manifolds. II
• Probability, Convexity, and Harmonic Maps with Small Image I: Uniqueness and Fine Existence
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• A Report on Harmonic Maps
• Convexity and the Hemisphere
• General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
• Harmonic Mappings of Riemannian Manifolds
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