2 citations · 2 across the 1 of their papers we have counts for
3 papers
math.PR2017★ 2 cited
L^p -solution for BSDEs with jumps in the case p \textless{} 2. Corrections to the paper "BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration"
Thomas Kruse, Alexandre Popier
In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in L^p under a monotonicity condition on the generator and in a general fi…
math.PR2016
Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values
Ali Devin Sezer, Thomas Kruse, Alexandre Popier
We solve a class of BSDE with a power function , , driving its drift and with the terminal boundary condition (for which…
math.PR2014★ 2 cited
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
T. Kruse, A. Popier
We analyze multidimensional BSDEs in a filtration that supports a Brownian motion and a Poisson random measure. Under a monotonicity assumption on the driver, the paper extends sev…