A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations.

Authors

BOUCHARD Bruno
POSSAMAI Dylan
TAN Xiaolu
ZHOU Chao

Publication date

2016

Publication type

Journal Article

Summary 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.

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Topics of the publication

Reflected backward SDE
Backward SDE
Supersolution
Doob-Meyer decomposition
...

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