Minimal supersolutions of convex BSDEs


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DRAPEAU, Samuel, Gregor HEYNE, Michael KUPPER, 2013. Minimal supersolutions of convex BSDEs. In: The Annals of Probability. 41(6), pp. 3973-4001. ISSN 0091-1798

@article{Drapeau2013Minim-27020, title={Minimal supersolutions of convex BSDEs}, year={2013}, doi={10.1214/13-AOP834}, number={6}, volume={41}, issn={0091-1798}, journal={The Annals of Probability}, pages={3973--4001}, author={Drapeau, Samuel and Heyne, Gregor and Kupper, Michael} }

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