A unified approach to a priori estimates for supersolutions of BSDEs in general filtrationsReportar como inadecuado




A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

1 CREST - Centre de Recherche en Économie et Statistique 2 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision 3 LTDS - Laboratoire de Tribologie et Dynamique des Systèmes

Abstract : We provide a unified approach to a priori estimates for supersolutions of BSDEs in general filtrations, which may not be quasi left-continuous. As an example of application, we prove that reflected BSDEs are well-posed in a general framework.

Keywords : reflected backward SDE Backward SDE supersolution Doob-Meyer decomposition





Autor: Bruno Bouchard - Dylan Possamaï - Xiaolu Tan - Chao Zhou -

Fuente: https://hal.archives-ouvertes.fr/



DESCARGAR PDF




Documentos relacionados