2011-10-19Buch DOI: 10.18452/4355
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below by an affine function of the control variable and satisfy a specific normalization property.
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Is Part Of Series: Sonderforschungsbereich 649: Ökonomisches Risiko - 67, SFB 649 Papers, ISSN:1860-5664
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