Backward stochastic dierential equation on a Riemannian manifold-武汉大学数学与统计学院

报告题目:

Backward stochastic dierential equation on a Riemannian manifold

报告人:

陈昕研究员（上海交通大学）

报告时间:

报告地点:

腾讯会议 ID：125 125 944

报告摘要:

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.