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科学研究
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.