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20132023
most citedOn multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

136 citations · 451 across the 26 of their papers we have counts for

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Showing 2015 · math.PRShow all

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math.PR2015

Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting

T Kruse, A Popier

We study the existence of a minimal supersolution for backward stochastic differential equations when the terminal data can take the value + with positive probability. We d…