The monotonicity condition for BSDE on manifolds

Fabrice Blache

The monotonicity condition for BSDE on manifolds

概率论 2007-05-23 v1

作者: Fabrice Blache

摘要

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 $f(b,x,z)$ . The purpose of this article is to extend the existence and uniqueness results under weaker assumptions, in particular a monotonicity condition in the variable $x$ . This extends well-known results for Euclidean BSDE.

引用

@article{arxiv.math/0512403,
  title  = {The monotonicity condition for BSDE on manifolds},
  author = {Fabrice Blache},
  journal= {arXiv preprint arXiv:math/0512403},
  year   = {2007}
}

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