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