1 citations · 2 across the 7 of their papers we have counts for
7 papers
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…
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…
-solutions of backward stochastic differential equations with time-delayed generators
Yong Ren, Jean Marc Owo, Auguste Aman
This article is devoted to study the class of backward stochastic differential equation with delayed generator. We suppose the terminal value and the generator to be -integr…
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-…
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
Auguste Aman, Jean Marc Owo
A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with Lévy process are investigated. We esta…
Backward Doubly Stochastic Integral Equations of the Volterra Type
Jean Marc Owo
In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and un…