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Showing 2020 · math.PRShow all
3 papers · 2 filters
math.PR2020
A -rough path above the space-time fractional Brownian motion
Xia Chen, Aurélien Deya, Cheng Ouyang +1
We construct a -rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension . This allows us to provide an interpretation and a uniqu…
math.PR2020
Partial differential equations associated to non linear backward stochastic differential equations with Gaussian Volterra processes
Habiba Knani
In this paper, we generalize to Gaussian Volterra processes the existence and uniqueness of solutions for a class of non linear backward stochastic differential equations (BSDE) an…
math.PR2020
A method to deal with the critical case in stochastic population dynamics
Dang H. Nguyen, Edouard Strickler
In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction…