Abstract
In [1], 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
CITATION STYLE
APA
Blache, F. (2006). Backward stochastic differential equations on manifolds II. Probability Theory and Related Fields, 136(2), 234–262. https://doi.org/10.1007/s00440-005-0482-z
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