Backward stochastic differential equations on manifolds. II (Q2503164)
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English | Backward stochastic differential equations on manifolds. II |
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Backward stochastic differential equations on manifolds. II (English)
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14 September 2006
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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.
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Riemannian manifold
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martingale
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