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math.PR2011
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
Gregor Heyne, Michael Kupper, Christoph Mainberger
We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below b…
math.PR2011★ 23 cited
Minimal supersolutions of convex BSDEs
Samuel Drapeau, Gregor Heyne, Michael Kupper
We study the nonlinear operator of mapping the terminal value to the corresponding minimal supersolution of a backward stochastic differential equation with the generator being…