Backward Stochatic Differential Equations II

dc.creatorBlache, Fabrice
dc.date2005-12-07
dc.date.accessioned2026-07-07T06:54:56Z
dc.date.available2026-07-07T06:54:56Z
dc.descriptionIn 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.
dc.description29 pages, to appear in "Probability Theory and Related Fields"
dc.identifierhttps://arxiv.org/abs/math/0512145
dc.identifierhttp://arxiv.org/abs/math/0512145
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/106119
dc.subjectProbability
dc.subjectMSC (2000) 58J65 34F05 60G48
dc.titleBackward Stochatic Differential Equations II
dc.typetext

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