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Backward Stochatic Differential Equations II

Fabrice Blache
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Abstract

In a preceding article, 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.

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Fabrice Blache. 2005-12-07. Backward Stochatic Differential Equations II. https://arxiv.org/abs/math/0512145

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