Smallest \(g\)-supersolution for BSDE with continuous drift coefficients

DOI10.1142/S0252959900000376zbMath0981.60058MaRDI QIDQ1586104

Shige Peng, Qing Quan Lin

Publication date: 3 March 2002

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationsg-supersolutionslinear and continuous drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations ⋮ Nonlinear Doob-Meyer decomposition with jumps. ⋮ Nonlinear Doob-Meyer decomposition for general filtration

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