9 citations · 21 across the 31 of their papers we have counts for
34 papers
Asymptotic properties for fully coupled delayed forward-backward stochastic differential equations
Auguste Aman, Clément Manga
We investigate the asymptotic behavior of solutions to a class of fully coupled forward-backward stochastic differential equations with time-delayed generators. Such systems arise…
New approach to optimal control of delayed stochastic Volterra integral equations
Roméo Kouassi Konan, Auguste Aman
We address the optimal control of stochastic Volterra integral equations with delay through the lens of Hida-Malliavin calculus. We show that the corresponding adjoint processes sa…
Generalized delayed Black and Scholes Formula
Hubert Le Bi Golé, Auguste Aman
The mean objective of this paper is to derive an explicit formula for a price of an European option associated to the underlying delayed stock price which follows a linear differen…
Asymptotic behavior for delayed backward stochastic differential equations
Clément Manga, Auguste Aman, Navegué Tuo
This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application,…
General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator
Auguste Aman, Harouna Coulibaly, Jasmina Djordjevic
This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homoge…
Generalized Backward doubly SDEs driven by Lévy processes with discontinuous and linear growth coefficients
Jean Marc Owo, Auguste Aman
This paper deals with generalized backward doubly stochastic differential equations driven by a Lévy process (GBDSDEL, in short). Under left or right continuous and linear growth c…