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20132026
most citedDuality for increasing convex functionals with countably many marginal constraints

18 citations · 63 across the 38 of their papers we have counts for

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math.PR2013

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 …

math.PR2013★ 1 cited

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…