Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
classification
🧮 math.PR
keywords
generatorslowerminimalsemicontinuoussupersolutionsaffinebackwardbelow
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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.
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