A study of backward stochastic differential equation on a Riemannian manifold

نویسندگان

چکیده

Suppose N is a compact Riemannian manifold, in this paper we will introduce the definition of N-valued BSDE and L2(Tm;N)-valued for which solutions are not necessarily staying only one local coordinate. Moreover, global existence solution to be proved without any convexity condition on N.

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ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2021

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/21-ejp649