J. Owo

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

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math.PR2021

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…

math.PR2021

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…

math.PR2021★ 1 cited

$L^{p}$ -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 $L^{p}$ -integr…

Generalized Backward doubly SDEs driven by Lévy processes with discontinuous and linear growth coefficients

Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients

Lp-solutions of backward stochastic differential equations with time-delayed generators

$L^{p}$ -solutions of backward stochastic differential equations with time-delayed generators