• 科學研究
    報告題目:

    Backward stochastic dierential equation on a Riemannian manifold

    報告人:

    陳昕 研究員(上海交通大學)

    報告時間:

    報告地點:

    騰訊會議 ID:125 125 944

    報告摘要:

    Suppose N is a compact Riemannian manifold, in this paper we will introduce the denition of N-valued BSDE and L2(T^m;N)-valued BSDE for which the solution are not necessarily staying in only one local coordinate. Moreover, the global existence of a solution to N-valued BSDE or L2(T^m;N)-valued BSDE will be proved without any convexity condition on N. This talk is based on a joint paper with Wenjie Ye.

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