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Backward stochastic differential equations on manifolds II
Authors:Fabrice Blache
Affiliation:(1) Laboratoire de Mathématiques, Université Blaise Pascal, 63177 Aubière Cedex, France
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.
Keywords:
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