4 citations · 4 across the 2 of their papers we have counts for
3 papers
math.PR2020
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
Noufel Frikha, Libo Li
In this article, we are interested in the strong well-posedness together with the numerical approximation of some one-dimensional stochastic differential equations with a non-linea…
math.PR2019
Integration by parts formula for killed processes: A point of view from approximation theory
Noufel Frikha, Arturo Kohatsu-Higa, Libo Li
In this paper, we establish a probabilistic representation for two integration by parts formulas, one being of Bismut-Elworthy-Li's type, for the marginal law of a one-dimensional…
math.PR2017★ 4 cited
Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals
Noufel Frikha, Libo Li
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential equations with coefficients depending on some path-functionals of the process.…