Backward Stochastic Differential Equations on Manifolds

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dc.creatorBlache, Fabrice
dc.date2005-01-18
dc.date.accessioned2026-07-07T05:16:09Z
dc.date.available2026-07-07T05:16:09Z
dc.descriptionThe problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and existence results in two different frameworks, using differential geometry tools. Applications to PDEs are given, including a certain class of Dirichlet problems on manifolds.
dc.description47 pages To be published in PTRF
dc.identifierhttps://arxiv.org/abs/math/0501265
dc.identifierhttp://arxiv.org/abs/math/0501265
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73880
dc.subjectProbability
dc.subjectMSC (2000) 58J65 34F05 60G48
dc.titleBackward Stochastic Differential Equations on Manifolds
dc.typetext

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