Overview
This thesis is devoted to the study of some kind of Backward Stochastic Differential Equations (BSDE for short) with a drift f, whose solutions belong to a Riemannian manifold with connection. It generalizes two well-known problems: the research for martingales with prescribed terminal value, and the existence and uniqueness of solutions to euclidean BSDE with Lipschitz drift, originally studied by E. Pardoux and S. Peng.
- | Author: Blache-F
- | Publisher: Omniscriptum
- | Publication Date: Feb 28, 2018
- | Number of Pages: 148 pages
- | Binding: Paperback or Softback
- | ISBN-10: 6131536856
- | ISBN-13: 9786131536854
