Minimal supersolutions of convex BSDEs (Q2434909)

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Minimal supersolutions of convex BSDEs
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    title
    Minimal supersolutions of convex BSDEs (English)
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    DOI
    10.1214/13-AOP834
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    author
    Samuel Drapeau
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    Gregor Heyne
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    Michael Kupper
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    publication date
    31 January 2014
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    zbMATH DE Number
    6253401
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    zbMATH Keywords
    supersolutions of backward stochastic differential equations
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    nonlinear expectations
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    supermartingales
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