Backward Stochatic Differential Equations II
| dc.creator | Blache, Fabrice | |
| dc.date | 2005-12-07 | |
| dc.date.accessioned | 2026-07-07T06:54:56Z | |
| dc.date.available | 2026-07-07T06:54:56Z | |
| dc.description | 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. | |
| dc.description | 29 pages, to appear in "Probability Theory and Related Fields" | |
| dc.identifier | https://arxiv.org/abs/math/0512145 | |
| dc.identifier | http://arxiv.org/abs/math/0512145 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/106119 | |
| dc.subject | Probability | |
| dc.subject | MSC (2000) 58J65 34F05 60G48 | |
| dc.title | Backward Stochatic Differential Equations II | |
| dc.type | text |