Minimal supersolutions of convex BSDEs under constraints (Q2954231)
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scientific article; zbMATH DE number 6674052
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| English | Minimal supersolutions of convex BSDEs under constraints |
scientific article; zbMATH DE number 6674052 |
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Minimal supersolutions of convex BSDEs under constraints (English)
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12 January 2017
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backward stochastic differential equations
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supersolutions
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gamma constraints
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minimality
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duality
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0.9129250645637512
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0.8707889318466187
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0.860910177230835
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0.8554880619049072
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0.8529930710792542
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