Minimal supersolutions of BSDEs with lower semicontinuous generators

From MaRDI portal
Publication:2451110


DOI10.1214/12-AIHP523zbMath1296.60173arXiv1110.3254MaRDI QIDQ2451110

Gregor Heyne, Christoph Mainberger, Michael Kupper

Publication date: 26 May 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.3254


60H30: Applications of stochastic analysis (to PDEs, etc.)

60H20: Stochastic integral equations


Related Items



Cites Work