Minimal supersolutions of BSDEs with lower semicontinuous generators (Q2451110): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal supersolutions of BSDEs with lower semicontinuous generators |
scientific article |
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Minimal supersolutions of BSDEs with lower semicontinuous generators (English)
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26 May 2014
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The authors prove the existence and uniqueness results for minimal supersolutions of backward stochastic differential equations, using semimartingale convergence.
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supersolutions of backward stochastic differential equations
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semimartingale convergence
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