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Gregor Heyne, Michael Kupper, Christoph Mainberger, Ludovic Tangpi. Research output: Contribution to journal › Article › peer-review. 1 Scopus citations.
Research - Ludovic Tangpi - Princeton Universityludovic.princeton.edu › Research
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Minimal supersolutions of convex BSDEs under constraints;. with Gregor Heyne, Michael Kupper and Christoph Mainberger. ESAIM Probability and Statistics 20, ...
Christoph Mainberger - The Mathematics Genealogy Projectwww.genealogy.math.ndsu.nodak.edu › ...
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Christoph Mainberger. MathSciNet. Ph.D. Humboldt-Universität zu Berlin Germany. Dissertation: Essays on Supersolutions of BSDEs and Equilibrium ...
[ ] Minimal Supersolutions of BSDEs with Lower Semicontinuous...
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Oct 13, · Title: Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. Authors: Gregor Heyne, Michael Kupper, Christoph Mainberger
Optimal Supersolutions of BSDEs under Constraints...
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Optimal Supersolutions of BSDEs under Constraints – Existence and Duality CHRISTOPH MAINBERGER based on joint works with GREGOR HEYNE, MICHAEL KUPPER and LUDOVIC TANGPI
[ v1] Minimal Supersolutions of Convex BSDEs under Constraints
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From: Christoph Mainberger [view email] [v1] Wed, 27 Nov :47:47 GMT (28kb). Which authors of this paper are endorsers? | Disable MathJax (What is ...
Minimal Supersolutions of Convex BSDEs under Constraints – ScienceOpen
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Minimal Supersolutions of Convex BSDEs under Constraints. Authors: Gregor Heyne, Michael Kupper, Christoph Mainberger, Ludovic Tangpi.
Minimal supersolutions of convex BSDEs under constraints
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HEYNE, Gregor, Michael KUPPER, Christoph MAINBERGER, Ludovic TANGPI, Minimal supersolutions of convex BSDEs under constraints. In: ESAIM ...
EconPapers: Minimal Supersolutions of BSDEs with Lower Semicontinuous...
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Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. Gregor Heyne, Michael Kupper and Christoph Mainberger. No SFB649DP , SFB 649 Discussion
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators...
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We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower...
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European Summer School in Financial Mathematics – Contributed Talks
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Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators Christoph Mainberger (Humboldt Universitaet zu Berlin, Department of Mathematics)
Continuous equilibrium in affine and information-based capital asset ...www.semanticscholar.org › paper
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Jan 9, · Christoph Mainberger. Economics In this thesis we study supersolutions of backward stochastic differential equations (BSDEs) and ...
EUDML | Minimal supersolutions of BSDEs with lower semicontinuous...
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Minimal supersolutions of BSDEs with lower semicontinuous generators. Gregor Heyne; Michael Kupper; Christoph Mainberger · Annales de l'I.H.P. Probabilités et statistiques (2014). Volume: 50, Issue: 2, page ; ISSN:
Minimal supersolutions of BSDEs with lower EconBizwww.econbiz.de › Record › minimal-supersolutions-of-bsdes-with-lower-s...
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Gregor Heyne; Michael Kupper; Christoph Mainberger. We study the existence and uniqueness of minimal supersolutions of backward stochastic differential ...
Minimal supersolutions of BSDEs with lower Project Euclidprojecteuclid.org › euclid.aihp
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Gregor Heyne, Michael Kupper, Christoph Mainberger. Ann. Inst. H. Poincaré Probab. Statist. 50(2): (May 2014). DOI: AIHP523.
On convergence of semimartingaleseudml.org › doc
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Gregor Heyne, Michael Kupper, Christoph Mainberger, Minimal supersolutions of BSDEs with lower semicontinuous generators · Martin T. Barlow, Edwin A.
Minimal supersolutions of convex BSDEs under constraints
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Minimal supersolutions of convex BSDEs under constraints. Gregor Heyne, Michael Kupper, Christoph Mainberger, Ludovic Tangpi. ESAIM Probability and Statistics, January 2016, EDP Sciences; DOI: ps The author haven't yet claimed this publication. Read Publication. PDF generated on 02-Nov
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Minimal Supersolutions of BSDEs with Lower Semicontinuous Authors
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G. Heyne and M. Kupper, Christoph Mainberger ; Minimal supersolutions of BSDEs with lower semicontinuous generators, Ann. Inst. H. Poincaré Probab . Statist ...
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Minimal Supersolutions of Convex BSDEs under Constraints · Gregor Heyne, Michael Kupper, Christoph Mainberger, Ludovic Tangpi. Nov math.PR.
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