The monotonicity condition for BSDE on manifolds
Fabrice Blache
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.
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