ESAIM: Probability and Statistics (ESAIM: P&S)

Minimal supersolutions of convex BSDEs under constraints

Gregor Heyne, Michael Kupper, Christoph Mainberger and Ludovic Tangpi

ESAIM: PS, 20 (2016) 178-195

Published online: 14 July 2016

DOI: 10.1051/ps/2016011

Gregor Heyne

Michael Kupper

Christoph Mainberger

Ludovic Tangpi

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