Minimal supersolutions of BSDEs with lower semicontinuous generators

DOI10.1214/12-AIHP523zbMath1296.60173arXiv1110.3254OpenAlexW1479941179MaRDI QIDQ2451110

Gregor Heyne, Christoph Mainberger, Michael Kupper

Publication date: 26 May 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.3254

zbMATH Keywords

supersolutions of backward stochastic differential equationssemimartingale convergence

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

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