9 citations · 21 across the 31 of their papers we have counts for
9 papers · 2 filters
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…
Backward stochastic Volterra integral equations with time delayed generators
Harouna Coulibaly, Auguste Aman
In this paper, we study backward stochastic Volterra integral equations of type-I with time delayed generators. Under some condition (small time horizon or a Lipschitz constant), w…
Robust optimal problem for dynamic risk measures governed by BSDEs with jumps and delayed generator
Tuo Navegue, Auguste Aman
The aim of this paper is to study an optimal stopping problem for dynamic risk measures induced by backward stochastic differential equations with jumps and delayed generator. Firs…
Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients
Yong Ren, Jean Marc Owo, Auguste Aman
This paper, is an attempt to extend the notion of stochastic viscosity solution to reflected semi-linear stochastic partial differential equations (RSPDEs, in short) with non-Lipsc…
Backward stochastic differential equations with time-delayed generators and integrable parameters
Auguste Aman, Yong Ren
In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.