scientific article

zbMath0980.60085MaRDI QIDQ2725611

Anne Estrade, Monique Pontier

Publication date: 4 March 2002

Full work available at URL: http://www.numdam.org/item?id=SPS_2001__35__241_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Heisenberg groupLie groupnilpotent Lie groupbackward stochastic differential equationstochastic exponential

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Nilpotent and solvable Lie groups (22E25)

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Superposition rules and stochastic Lie-Scheffers systems ⋮ Backward stochastic differential equations on manifolds. II ⋮ A study of backward stochastic differential equation on a Riemannian manifold

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