Minimal supersolutions of convex BSDEs under constraints∗

Author： Heyne Gregor   Kupper Michael   Mainberger Christoph   Tangpi Ludovic  

Publisher： Edp Sciences

E-ISSN： 1262-3318|20|issue|178-195

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.20, Iss.issue, 2016-07, pp. : 178-195

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