General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general \(g\)-supermartingales (Q4584670)
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scientific article; zbMATH DE number 6931415
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| English | General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general \(g\)-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)
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4 September 2018
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backward stochastic differential equation
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existence and uniqueness
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comparison theorem
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\(g\)-supermartingale
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nonlinear Doob-Meyer's decomposition
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0.8975912928581238
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0.8884397745132446
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0.8595961928367615
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0.8528634905815125
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0.8526383638381958
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