Backward stochastic differential equations on manifolds II-Reference-Cited by-同舟云学术

Backward stochastic differential equations on manifolds II

Published:2005-12-29 Issue:2 Volume:136 Page:234-262
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Theory Relat. Fields

Author:

Blache Fabrice

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s00440-005-0482-z.pdf

Reference12 articles.

1. Blache, F.: Backward stochastic differential equations on manifolds. Prob. Theory Related Fields 132(3), 391–437 (July 2005)

2. Boothby, W.M.: An introduction to differentiable manifolds and Riemannian geometry, volume 120 of Pure and Applied Mathematics. Academic Press, 1986

3. Darling, R.W.R., Pardoux, E.: Backwards SDE with random terminal time and applications to semilinear elliptic PDE. The Ann. Probability 25(3), 1135–1159 (1997)

4. Emery, M.: Stochastic calculus in manifolds. Universitext, Springer-Verlag, New York/Berlin, 1989

5. Hélein, F.: Applications harmoniques, lois de conservation et repères mobiles. Nouveaux essais. Diderot Editeur, Arts et Sciences, 1996

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