A study of backward stochastic differential equation on a Riemannian manifold

DOI10.1214/21-EJP649zbMath1476.58035arXiv2010.02465OpenAlexW3175344511WikidataQ115240776 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 formRiemannian manifoldbackward stochastic differential equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on manifolds (35R01)

Related Items (1)

Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions

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