The monotonicity condition for BSDE on manifolds

Abstract

In two preceding articles, 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.

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…