Michael Kupper

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20242026

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math.PR2026

An $L^{p}$ -Variational Formula on Wiener Space

David Criens, Carsten Hartmann, Michael Kupper

We establish a stochastic control representation for $L^{p}$ -norms on Wiener space. For every $p \geq 1$ and every non-negative universally measurable functional $φ$ , we show that $$\|φ…

math.PR2025

Martingales and Path-Dependent PDEs via Evolutionary Semigroups

Robert Denk, Markus Kunze, Michael Kupper

In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes th…

An Lp-Variational Formula on Wiener Space

Martingales and Path-Dependent PDEs via Evolutionary Semigroups

An $L^{p}$ -Variational Formula on Wiener Space