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The monotonicity condition for Backward Stochastic Differential Equations on Manifolds

Journal article published in 1 by Fabrice Blache
This paper was not found in any repository; the policy of its publisher is unknown or unclear.
This paper was not found in any repository; the policy of its publisher is unknown or unclear.

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Abstract

In [1] and [2], we studied the problem of the existence and uniqueness of a solution to some general BSDE on manifolds. In these two articles, we assumed some Lipschitz conditions on the drift f (b, x, z). The purpose of this article is to extend the existence and uniqueness results under weaker assumptions, in particular a monotonicity condition in the variable x. This extends well-known results for Euclidean BSDE.