Backward stochastic differential equations on manifolds. II

DOI10.1007/s00440-005-0482-zzbMath1105.60036arXivmath/0501265OpenAlexW4238730134MaRDI 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 motionmartingalesRiemannian manifoldmartingaleprocesses on manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (6)

A characterization of solutions of quadratic BSDEs and a new approach to existence ⋮ Reflected BSDEs in non-convex domains ⋮ A class of globally solvable Markovian quadratic BSDE systems and applications ⋮ Backward stochastic differential equations on manifolds. II ⋮ An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations ⋮ A study of backward stochastic differential equation on a Riemannian manifold

Cites Work

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• Backward stochastic differential equations on manifolds. II
• Probability, Convexity, and Harmonic Maps with Small Image I: Uniqueness and Fine Existence
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