9 papers · 1 filter
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.
Reflected generalized backward doubly SDEs driven by Lévy processes and Applications
Auguste Aman
In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with Lévy pr…
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…
Numerical scheme for backward doubly stochastic differential equations
Auguste Aman
We study a discrete-time approximation for solutions of systems of decoupled forward-backward doubly stochastic differential equations (FBDSDEs). Assuming that the coefficients are…
L-solution of reflected generalized BSDEs with non-Lipschitz coefficients
Auguste Aman
In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) and fixed terminal time with use some new technical aspect…
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…