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E. Offen

1 paper hereh-index 5139 citations21 works total

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  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1

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most citedReflected BSDEs when the obstacle is not right-continuous and optimal stopping

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2015★ 3 cited

Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

Miryana Grigorova, Peter Imkeller, Elias Offen +2

In the first part of the paper, we study reflected backward stochastic differential equations (RBSDEs) with lower obstacle which is assumed to be right upper-semicontinuous but not…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.