Zobrazeno 1 - 10
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pro vyhledávání: '"Owo, Jean Marc"'
Autor:
Owo, Jean Marc, Aman, Auguste
This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp. maximal) solutio
Externí odkaz:
http://arxiv.org/abs/2111.03692
This article is devoted to study the class of backward stochastic differential equation with delayed generator. We suppose the terminal value and the generator to be $L^{p}$-integrable with $p>1$. We derive a new type of estimation related to this BS
Externí odkaz:
http://arxiv.org/abs/2110.00754
This paper, is an attempt to extend the notion of stochastic viscosity solution to reflected semi-linear stochastic partial differential equations (RSPDEs, in short) with non-Lipschitz condition on the coefficients. Our method is fully probabilistic
Externí odkaz:
http://arxiv.org/abs/2110.02074
Akademický článek
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Autor:
Owo, Jean-Marc1 (AUTHOR) owo_jm@yahoo.fr
Publikováno v:
Communications in Statistics: Simulation & Computation. 2024, Vol. 53 Issue 5, p2193-2206. 14p.
Autor:
Aman, Auguste, Owo, Jean Marc
In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-continuous). By a comparison theorem establish here for RBDSDEs, we pr
Externí odkaz:
http://arxiv.org/abs/1011.3221
Autor:
Aman, Auguste, Owo, Jean Marc
A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with L\'evy process are investigated. We establish a comparison theorem which allows us to derive an existence re
Externí odkaz:
http://arxiv.org/abs/1011.3218
Autor:
Owo, Jean Marc
In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and uniqueness result.
Externí odkaz:
http://arxiv.org/abs/0909.3614
Autor:
Aman, Auguste, Owo, Jean Marc
We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.
Externí odkaz:
http://arxiv.org/abs/0907.2785
Akademický článek
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