{
  "id": "1306.6545",
  "version": "v2",
  "published": "2013-06-27T15:27:52.000Z",
  "updated": "2014-09-10T20:14:43.000Z",
  "title": "Minimal supersolutions of BSDEs under volatility uncertainty",
  "authors": [
    "Drapeau Samuel",
    "Heyne Gregor",
    "Kupper Michael"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We study the existence of minimal supersolutions of BSDEs under a family of mutually singular probability measures. We consider generators that are jointly lower semicontinuous, positive, and either convex in the control variable and monotone in the value variable, or that fulfill a specific normalization property.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-06-27T15:27:52.000Z",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2014-09-10T20:14:43.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "minimal supersolutions",
      "volatility uncertainty",
      "specific normalization property",
      "mutually singular probability measures",
      "generators"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1306.6545S"
    }
  }
}