Backward Stochatic Differential Equations II

Details Backward Stochatic Differential Equations II Backward Stochatic Differential Equations II

2005-12-07

arxiv.org/abs/math/0512145v1

Mathematics

Probability

29 pages, to appear in "Probability Theory and Related Fields"

Scientific paper

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.

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