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Backward stochastic differential equations on manifolds

โœ Scribed by Fabrice Blache


Publisher
Springer
Year
2004
Tongue
English
Weight
382 KB
Volume
132
Category
Article
ISSN
1432-2064

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Stochastic differential equations on pro
โœ Sergio Albeverio; Zdzisล‚aw Brzeลบniak; Alexei Daletski ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ French โš– 176 KB

We study infinite systems of stochastic differential equations in spaces of loops with values in compact Riemannian manifolds. We prove existence of solutions with deterministic initial conditions and continuity of the corresponding paths.