TY - GEN A1 - Drapeau, Samuel A1 - Heyne, Gregor T1 - Minimal Supersolutions of Convex BSDEs N2 - We study a nonlinear operator defined via minimal supersolutions of backward stochastic differential equations with generators that are monotone in y, convex in z, jointly lower semicontinuous, and bounded below by an affine function of the control variable. We show existence, uniqueness, monotone convergence, Fatou’s Lemma and lower semicontinuity of this functional. We provide a comparison principle for the underlying minimal supersolutions of BSDEs, which we illustrate by maximizing expected exponential utility. Y1 - 2012 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/1004 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-10047 ER -