Minimal supersolutions of BSDEs with lower semicontinuous generators (Q2451110): Difference between revisions

The authors prove the existence and uniqueness results for minimal supersolutions of backward stochastic differential equations, using semimartingale convergence.

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reviewed by

Toader Morozan

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zbMATH Keywords

supersolutions of backward stochastic differential equations

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semimartingale convergence

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MaRDI profile type

MaRDI publication profile

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cites work

Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs

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Q3482640

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Existence, minimality and approximation of solutions to BSDEs with convex drivers

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Q4263612

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Backward SDEs with superquadratic growth

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Q3957683

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Minimal supersolutions of convex BSDEs

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Backward Stochastic Differential Equations in Finance

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Q4002114

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Adapted solution of a backward stochastic differential equation

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Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

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The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles

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Q4226355

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Identifiers

zbMATH Open document ID

1296.60173

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DOI

10.1214/12-AIHP523

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2451110

@@ Property / arXiv ID @@
+.3254
@@ Property / arXiv ID: 1110.3254 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
+Normal rank
@@ Property / cites work @@
+Q3482640
@@ Property / cites work: Q3482640 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence, minimality and approximation of solutions to BSDEs with convex drivers
+Normal rank
@@ Property / cites work @@
+Q4263612
@@ Property / cites work: Q4263612 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward SDEs with superquadratic growth
@@ Property / cites work: Backward SDEs with superquadratic growth / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimal supersolutions of convex BSDEs
@@ Property / cites work: Minimal supersolutions of convex BSDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1479941179
@@ Property / OpenAlex ID: W1479941179 / rank @@
+Normal rank