Backward stochastic differential equations on manifolds II
成果类型：
Article
署名作者：
Blache, Fabrice
署名单位：
Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS)
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-005-0482-z
发表日期：
2006
页码：
234-262
关键词：
摘要：
In [1], we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and existence theorems in a general framework (in particular if positive curvatures are allowed), still using differential geometry tools.