Backward stochastic differential equations on manifolds. II (Q2503164): Difference between revisions
From MaRDI portal
Changed an Item |
EloiFerrer (talk | contribs) Changed label, description and/or aliases in en, and other parts |
||
| description / en | description / en | ||
Revision as of 14:36, 2 May 2024
No description defined
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations on manifolds. II |
No description defined |
Statements
Backward stochastic differential equations on manifolds. II (English)
0 references
14 September 2006
0 references
This paper is a continuation to an earlier one by the author [ibid. 132, No. 3, 391--437 (2005; Zbl 1085.60037)], where the problem of finding a martingale on a manifold with given terminal value was studied. The present paper provides results on the existence and uniqueness for BSDEs on manifolds in a general framework. To prove the main result, some estimates on parallel transports and the Hessian tensor are derived.
0 references
Riemannian manifold
0 references
martingale
0 references
