Backward stochastic differential equations on manifolds. II
From MaRDI portal
Publication:2503164
DOI10.1007/s00440-005-0482-zzbMath1105.60036arXivmath/0501265MaRDI QIDQ2503164
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
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60J60: Diffusion processes
58J65: Diffusion processes and stochastic analysis on manifolds
Related Items
A class of globally solvable Markovian quadratic BSDE systems and applications, A study of backward stochastic differential equation on a Riemannian manifold, A characterization of solutions of quadratic BSDEs and a new approach to existence, Reflected BSDEs in non-convex domains, An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations, Backward stochastic differential equations on manifolds. II
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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