9 citations · 11 across the 5 of their papers we have counts for
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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.
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…
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…
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Auguste Aman, Naoual Mrhardy
This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Ne…
Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
Auguste Aman, Modeste N'Zi
We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a f…