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Équations différentielles stochastiques rétrogrades dirigées par des processus de Volterra Gaussiens

Autor: Knani, H

Publikováno v: Mathematics [math]. Université de Lorraine; Université du Centre (Sousse, Tunisie), 2020. English. ⟨NNT : 2020LORR0014⟩

This thesis treats of backward stochastic differential equations (BSDE) driven by a class of Gaussian Volterra processes that includes multifractional Brownian motion and multifractional Ornstein-Uhlenbeck processes. In the first part we study multid

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______2592::908a64c3bbfa49d7bbaf4f525cd6b6f7
https://hal.univ-lorraine.fr/tel-02863666/document

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Backward stochastic differential equations driven by Gaussian Volterra processes

Autor: Knani, H

Publikováno v: Mathematics [math]. Université de Lorraine; Université du Centre (Sousse, Tunisie), 2020. English. ⟨NNT : 2020LORR0014⟩

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::908a64c3bbfa49d7bbaf4f525cd6b6f7
https://hal.univ-lorraine.fr/tel-02863666/document

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Partial differential equations associated to non linear backward stochastic differential equations with Gaussian Volterra processes

Autor: Knani, H

In this paper, we generalize to Gaussian Volterra processes the existence and uniqueness of solutions for a class of non linear backward stochastic differential equations (BSDE) and we establish the relation between the non linear BSDE and the partia

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f712d15887eeac5b13cc41f31703ad6

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