Backward Stochatic Differential Equations II
Probability
2007-05-23 v1
Abstract
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.
Cite
@article{arxiv.math/0512145,
title = {Backward Stochatic Differential Equations II},
author = {Fabrice Blache},
journal= {arXiv preprint arXiv:math/0512145},
year = {2007}
}
Comments
29 pages, to appear in "Probability Theory and Related Fields"