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20022009
most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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Showing 2009 · math.PRShow all

5 papers · 2 filters

math.PR2009★ 1 cited

Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

Auguste Aman, Jean Marc Owo

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.

math.PR2009

Homeomorphism of solutions to backward doubly SDEs and applications

Auguste Aman

In this paper we study the homeomorphic properties of the solutions to one dimensional backward doubly stochastic differential equations under suitable assumptions, where the termi…

math.PR2009★ 1 cited

Lp-solution of backward doubly stochastic differential equations

Auguste Aman

In this paper, our goal is solving backward doubly stochastic differential equation (BDSDE for short) under weak assumptions on the data. The first part of the paper is devoted to…

math.PR2009

Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional

Rainer Buckdahn, Boubakeur Labed, Catherine Rainer +1

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled ba…

math.PR2009★ 24 cited

Transportation-information inequalities for Markov processes (II) : relations with other functional inequalities

Arnaud Guillin, Christian Leonard, Feng-Yu Wang +1

We continue our investigation on the transportation-information inequalities for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that impl…