Backward stochastic differential equations on manifolds. II

DOI10.1007/s00440-005-0482-zzbMath1105.60036arXivmath/0501265MaRDI 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 motion; martingales; Riemannian manifold; martingale; processes on manifolds

Mathematics Subject Classification ID

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

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