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Aman, Auguste

  1. Reflected generalized backward doubly SDEs driven by Lévy processes and Applications
    2009/07/12 by Aman, Auguste · 1 citation
    #60H15 #60H20 #FOS: Mathematics #Probability (math.PR)
  2. Reflected backward doubly stochastic differential equations with discontinuous generator
    2010/11/14 by Aman, Auguste, Owo, Jean Marc · 1 citation
    #60H15 #60H20 #FOS: Mathematics #Probability (math.PR)
  3. Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
    2008/10/02 by Auguste Aman, Naoual Mrhardy, Aman, Auguste +1 · 1 citation
    Economics, Econometrics and Finance · Engineering · #60H15 #60H20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Fluid Dynamics and Turbulent Flows #Probability (math.PR) #Stochastic processes and financial applications