42 citations · 90 across the 29 of their papers we have counts for
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math.PR2016★ 3 cited
Solvability of multidimensional quadratic BSDEs
Asgar Jamneshan, Michael Kupper, Peng Luo
We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions.…
math.FA2016★ 3 cited
Vector duality via conditional extension of dual pairs
Samuel Drapeau, Asgar Jamneshan, Michael Kupper
A Fenchel-Moreau type duality for proper convex and lower semi-continuous functions is established where is a dual…