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Dual representation of minimal supersolutions of convex BSDEs

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DRAPEAU, Samuel, Michael KUPPER, Emanuela ROSAZZA GIANIN, Ludovic TANGPI, 2016. Dual representation of minimal supersolutions of convex BSDEs. In: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. 52(2), pp. 868-887. ISSN 0246-0203. Available under: doi: 10.1214/14-AIHP664

@article{Drapeau2016repre-34897, title={Dual representation of minimal supersolutions of convex BSDEs}, year={2016}, doi={10.1214/14-AIHP664}, number={2}, volume={52}, issn={0246-0203}, journal={Annales de l'Institut Henri Poincaré, Probabilités et Statistiques}, pages={868--887}, author={Drapeau, Samuel and Kupper, Michael and Rosazza Gianin, Emanuela and Tangpi, Ludovic} }

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