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20072009
most citedObstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

9 citations · 11 across the 5 of their papers we have counts for

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Showing 2009 · math.PRShow all

3 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…