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20072026
most citedObstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

9 citations · 21 across the 31 of their papers we have counts for

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math.PR2026

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…

math.PR2026

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…