Hima, Abdoulaye Soumana
- Quadratic backward stochastic differential equations driven by G-Brownian motion: discrete solutions and approximation
2016/03/11 by Ying Hu, Yiqing Lin, Hu, Ying +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #Insurance, Mortality, Demography, Risk Management #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR
- Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
2017/03/09 by Yiqing Lin, Abdoulaye Soumana Hima, Lin, Yiqing +1 · 1 citation
Economics, Econometrics and Finance · Computer Science · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering