activity
20092021
most citedGeneralized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

1 citations · 2 across the 7 of their papers we have counts for

collaborators
Showing 2010Show all

2 papers · 1 filter

math.PR2010

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-…

math.PR2010

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…