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Backward stochastic differential equations on manifolds
Authors:Fabrice?Blache  mailto:Fabrice.Blache@math.univ-bpclermont.fr"   title="  Fabrice.Blache@math.univ-bpclermont.fr"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author
Affiliation:(1) Laboratoire de Mathématiques, Université Blaise Pascal, 63177 Aubière Cedex, France
Abstract:
The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and existence results in two different frameworks, using differential geometry tools. Applications to PDEs are given, including a certain class of Dirichlet problems on manifolds.
Keywords:
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