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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…