42 citations · 203 across the 34 of their papers we have counts for
4 papers · 1 filter
Minimal Supersolutions of Convex BSDEs under Constraints
Gregor Heyne, Michael Kupper, Christoph Mainberger +1
We study supersolutions of a backward stochastic differential equation, the control processes of which are constrained to be continuous semimartingales of the form …
The algebra of conditional sets and the concepts of conditional topology and compactness
Samuel Drapeau, Asgar Jamneshan, Martin Karliczek +1
The concepts of a conditional set, a conditional inclusion relation and a conditional Cartesian product are introduced. The resulting conditional set theory is sufficiently rich in…
Dual Representation of Minimal Supersolutions of Convex BSDEs
Samuel Drapeau, Michael Kupper, Emanuela Rosazza Gianin +1
We give a dual representation of minimal supersolutions of BSDEs with non-bounded, but integrable terminal conditions and under weak requirements on the generator which is allowed…
Brouwer Fixed Point Theorem in (L^0)^d
Samuel Drapeau, Martin Karliczek, Michael Kupper +1
The classical Brouwer fixed point theorem states that in R^d every continuous function from a convex, compact set on itself has a fixed point. For an arbitrary probability space, l…