Thomas Kruse

activity

20142024

most citedBSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

2 citations · 2 across the 5 of their papers we have counts for

collaborators

Showing 2016Show all

1 paper · 1 filter

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 $f (y) = y^{q}$ , $q > 1$ , driving its drift and with the terminal boundary condition $ξ = \infty \cdot 1_{B (m, r)^{c}}$ (for which…