{ "id": "1110.3254", "version": "v1", "published": "2011-10-14T15:58:43.000Z", "updated": "2011-10-14T15:58:43.000Z", "title": "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators", "authors": [ "Gregor Heyne", "Michael Kupper", "Christoph Mainberger" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2011-10-14T15:58:43.000Z" } ], "analyses": { "keywords": [ "lower semicontinuous generators", "minimal supersolutions", "specific normalization property", "backward stochastic differential equations", "affine function" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1110.3254H" } } }