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Hima, Abdoulaye Soumana

  1. 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
  2. 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