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Title:Minimal supersolutions of BSDEs with lower semicontinuous generations PDF Logo
Authors:Heyne, Gregor
Kupper, Michael
Mainberger, Christoph
Issue Date:2011
Series/Report no.:SFB 649 discussion paper 2011-067
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.
Subjects:supersolutions of backward stochastic differential equations
semimartingale convergence
nonlinear expectations
Document Type:Working Paper
Appears in Collections:SFB 649 Discussion Papers, HU Berlin

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