Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/56718
Authors: 
Heyne, Gregor
Kupper, Michael
Mainberger, Christoph
Year of Publication: 
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
JEL: 
C61
C65
G11
Document Type: 
Working Paper

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