5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.PR2021
Averaging Principle for Backward Stochastic Differential Equations driven both standard and fractional Brownian motions
Ibrahima Faye, Sadibou Aidara, Yaya Sagna
Stochastic averaging for a class of backward stochastic differential equations driven by both standard and fractional Brownian motions (SFrBSDEs in short), is investigated. An aver…
math.PR2020★ 5 cited
Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
Mohamed Marzougue, Yaya Sagna
In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by t…