Aman, Auguste
- 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)
- 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)
- 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