A study of backward stochastic differential equation on a Riemannian manifold

DOI10.1214/21-EJP649zbMath1476.58035arXiv2010.02465WikidataQ115240776 ScholiaQ115240776MaRDI QIDQ2042810

Xin Chen, Wenjie Ye

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.02465

zbMATH Keywords

second fundamental form; Riemannian manifold; backward stochastic differential equation

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

58J65: Diffusion processes and stochastic analysis on manifolds

35R60: PDEs with randomness, stochastic partial differential equations

35R01: PDEs on manifolds