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2021 A study of backward stochastic differential equation on a Riemannian manifold
Xin Chen, Wenjie Ye
Author Affiliations +
Electron. J. Probab. 26: 1-31 (2021). DOI: 10.1214/21-EJP649

Abstract

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

Funding Statement

The research of Xin Chen and Wenjie Ye is supported by the National Natural Science Foundation of China (No. 11871338).

Citation

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Xin Chen. Wenjie Ye. "A study of backward stochastic differential equation on a Riemannian manifold." Electron. J. Probab. 26 1 - 31, 2021. https://doi.org/10.1214/21-EJP649

Information

Received: 30 November 2020; Accepted: 22 May 2021; Published: 2021
First available in Project Euclid: 22 June 2021

Digital Object Identifier: 10.1214/21-EJP649

Subjects:
Primary: 58J65, 60H30

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Vol.26 • 2021
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