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Oussama Amine

3 papers hereh-index 441 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • math.AP1

identity via Semantic Scholar / OpenAlex

most citedA Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling

1 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2020★ 1 cited

Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths

Oussama Amine, Abdol-Reza Mansouri, Frank Proske

In this article we prove path-by-path uniqueness in the sense of Davie \cite{Davie07} and Shaposhnikov \cite{Shaposhnikov16} for SDE's driven by a fractional Brownian motion with a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.