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This article has been cited by the following article(s):

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Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint

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SIAM Journal on Control and Optimization 56 (2) 672 (2018)
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Lp-solution for BSDEs with jumps in the case p<2

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Stochastics 89 (8) 1201 (2017)
DOI: 10.1080/17442508.2017.1290095
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Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting

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Probability, Uncertainty and Quantitative Risk 5 (1) (2020)
DOI: 10.1186/s41546-020-0043-5
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Backward stochastic differential equations with non-Markovian singular terminal values

Ali Devin Sezer, Thomas Kruse and Alexandre Popier
Stochastics and Dynamics 19 (02) 1950006 (2019)
DOI: 10.1142/S0219493719500060
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