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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorBouchard, Bruno*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorPossamaï, Dylan*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorTan, Xiaolu*
hal.structure.identifier
dc.contributor.authorZhou, Chao*
dc.date.accessioned2017-01-17T14:49:59Z
dc.date.available2017-01-17T14:49:59Z
dc.date.issued2017
dc.identifier.issn0246-0203
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/16171
dc.language.isoenen
dc.subjectBackward SDE
dc.subjectsupersolution
dc.subjectDoob-Meyer decomposition
dc.subjectreflected backward SDE
dc.subject.ddc519en
dc.titleA unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe provide a unified approach to a priori estimates for supersolutions of BSDEs in generalfiltrations, which may not be quasi left-continuous. As an example of application, we prove thatreflected BSDEs are well-posed in a general framework.
dc.relation.isversionofjnlnameAnnales de l'Institut Henri Poincaré
dc.relation.isversionofjnldate2017
dc.identifier.urlsitehttps://arxiv.org/abs/1507.06423v1
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2018-03-16T08:21:33Z
hal.author.functionaut
hal.author.functionaut
hal.author.functionaut
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