Backward Stochastic Differential Equations on Manifolds

Details Backward Stochastic Differential Equations on Manifolds Backward Stochastic Differential Equations on Manifolds

2005-01-18

arxiv.org/abs/math/0501265v1

Mathematics

Probability

47 pages To be published in PTRF

Scientific paper

The 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.

Affiliated with

Also associated with

No associations

Rating

Backward Stochastic Differential Equations on Manifolds does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Backward Stochastic Differential Equations on Manifolds, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Backward Stochastic Differential Equations on Manifolds will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-705273