114 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of GhanaGH4 papers
- African Institute for Mathematical SciencesZA3 papers
- Université de Yaoundé ICM3 papers
- University of LiverpoolGB3 papers
- University of LoméTG3 papers
- École Polytechnique de ThièsSN2 papers
- Université Ouaga IIBF2 papers
- University of the WitwatersrandZA2 papers
- Airlangga UniversityID1 paper
- Aryabhatta Research Institute of Observational SciencesIN1 paper
- Austrian Academy of SciencesAT1 paper
- Brandenburg University of Technology Cottbus-SenftenbergDE1 paper
4 papers · 1 filter
Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
Rhoss Likibi Pellat, Olivier Menoukeu Pamen
We explore the existence of a continuous marginal law with respect to the Lebesgue measure for each component of the solution to coupled quadratic forward-backward stocha…
Smoothness of solutions of hyperbolic stochastic partial differential equations with -vector fields
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen +1
In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the determini…
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen
In this work, we generalise the stochastic local time space integration introduced in \cite{Ei00} to the case of Brownian sheet. %We develop a stochastic local time-space calculus…
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu-Pamen
In this paper we study path-by-path uniqueness for multidimensional stochastic differential equations driven by the Brownian sheet. We assume that the drift coefficient is unbounde…