The monotonicity condition for BSDE on manifolds
| dc.creator | Blache, Fabrice | |
| dc.date | 2005-12-16 | |
| dc.date.accessioned | 2026-07-07T06:55:26Z | |
| dc.date.available | 2026-07-07T06:55:26Z | |
| dc.description | In two preceding articles, we studied the problem of the existence and uniqueness of a solution to some general BSDE on manifolds. In these two articles, we assumed some Lipschitz conditions on the drift $f(b,x,z)$. The purpose of this article is to extend the existence and uniqueness results under weaker assumptions, in particular a monotonicity condition in the variable $x$. This extends well-known results for Euclidean BSDE. | |
| dc.identifier | https://arxiv.org/abs/math/0512403 | |
| dc.identifier | http://arxiv.org/abs/math/0512403 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/106276 | |
| dc.subject | Probability | |
| dc.title | The monotonicity condition for BSDE on manifolds | |
| dc.type | text |