Backward Stochatic Differential Equations II

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In a preceding article, 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.
29 pages, to appear in "Probability Theory and Related Fields"

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Probability, MSC (2000) 58J65 34F05 60G48

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http://salesiana.dossiersoluciones.com/handle/123456789/106119

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0512145
 http://arxiv.org/abs/math/0512145

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arXiv