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20162026
most citedL^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"

2 citations · 2 across the 6 of their papers we have counts for

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math.PR2026

Path-dependent Affine Processes

Boris Günther, Thomas Kruse, Ludger Overbeck +1

We extend the classical theory of affine processes to a path-dependent setting by introducing path-dependent coefficients and provide analytic formulas for their Fourier--Laplace t…

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…