Nonlinear Doob-Meyer decomposition for general filtration. (English) Zbl 1022.60065
Summary: The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated.
Keywords:
generalized backward stochastic differential equation; Doob-Meyer decomposition theorem; \(g\)-supermartingale; \(g\)-supersolutionReferences:
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