General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670)
From MaRDI portal
scientific article; zbMATH DE number 6931415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales |
scientific article; zbMATH DE number 6931415 |
Statements
General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (English)
0 references
4 September 2018
0 references
backward stochastic differential equation
0 references
existence and uniqueness
0 references
comparison theorem
0 references
\(g\)-supermartingale
0 references
nonlinear Doob-Meyer's decomposition
0 references
