9 citations · 21 across the 31 of their papers we have counts for
10 papers · 2 filters
Reflected generalized BSDEs with random time and applications
Auguste Aman, Abouo Elouaflin, Modeste N'zi
In this paper, we aim to study solutions of reflected generalized BSDEs, involving the integral with respect to a continuous process, which is the local time of the diffusion on th…
Reflected backward doubly stochastic differential equations with discontinuous generator
Auguste Aman, Jean Marc Owo
In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-…
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
Auguste Aman, Yong Ren
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using…
Reflected Generalized Backward Doubly SDEs driven by Lévy processes and Applications
Auguste Aman
In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with Lévy process (RGBDSDELs, in short) wit…
A Numerical scheme for backward doubly stochastic differential equations
Auguste Aman
In this paper we propose a numerical scheme for the class of backward doubly stochastic (BDSDEs) with possible path-dependent terminal values. We prove that our scheme converge in…
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 representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary…