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Pré-Publication, Document De Travail Année : 2005

Backward Stochatic Differential Equations II

Fabrice Blache
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Résumé

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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Dates et versions

hal-00015385 , version 1 (06-12-2005)

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Fabrice Blache. Backward Stochatic Differential Equations II. 2005. ⟨hal-00015385⟩
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