BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

By Thomas Kruse, Alexandre Popier. 2014

94 citations recorded by the source corpus.

Subfields: Computational Mechanics, Demography, Finance

View Paper: https://www.semanticscholar.org/paper/ee23a7b4fc16471eceef32479ae57c089f616077

Citations in the corpus

• Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (2015, unknown): “Let us begin with two results contained in [23].”