arXiv:1110.3254 Abstract | arXiv Analytics

arXiv:1110.3254 [math.PR]Abstract References Reviews Resources

Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators

Gregor Heyne, Michael Kupper, Christoph Mainberger

Published 2011-10-14Version 1

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.

Categories: math.PR

Keywords: lower semicontinuous generators, minimal supersolutions, specific normalization property, backward stochastic differential equations, affine function

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