Minimal supersolutions of convex BSDEs
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Publication:2434909
DOI10.1214/13-AOP834zbMath1284.60116arXiv1106.1400MaRDI QIDQ2434909
Gregor Heyne, Michael Kupper, Samuel Drapeau
Publication date: 31 January 2014
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.1400
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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