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20172024
most citedWeak uniqueness and density estimates for sdes with coefficients depending on some path-functionals

4 citations · 4 across the 4 of their papers we have counts for

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math.PR2021

Generalized BSDEs with random time horizon in a progressively enlarged filtration

Anna Aksamit, Libo Li, Marek Rutkowski

We study generalized backward stochastic differential equations (BSDEs) up to a random time horizon , which is not a stopping time, under minimal assumptions regarding t…