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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 5
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Articles

General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general g-supermartingales

Lishun XiaoCollege of Mathematics, China University of Mining and Technology, Xuzhou, P.R. China.View further author information
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Shengjun FanCollege of Mathematics, China University of Mining and Technology, Xuzhou, P.R. China.Correspondence[email protected]
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Pages 786-816 | Received 12 Jul 2015, Accepted 12 Jan 2017, Published online: 30 Jan 2017

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