The monotonicity condition for BSDE on manifolds
Probability
2007-05-23 v1
Abstract
In two preceding articles, we studied the problem of the existence and uniqueness of a solution to some general BSDE on manifolds. In these two articles, we assumed some Lipschitz conditions on the drift . The purpose of this article is to extend the existence and uniqueness results under weaker assumptions, in particular a monotonicity condition in the variable . This extends well-known results for Euclidean BSDE.
Keywords
Cite
@article{arxiv.math/0512403,
title = {The monotonicity condition for BSDE on manifolds},
author = {Fabrice Blache},
journal= {arXiv preprint arXiv:math/0512403},
year = {2007}
}