3 citations · 6 across the 5 of their papers we have counts for
5 papers
Weak error in negative Sobolev spaces for the stochastic heat equation
Omar Aboura
In this paper, we make another step in the study of weak error of the stochastic heat equation by considering norms as functional.
Weak error expansion of the implicit Euler scheme
Omar Aboura
In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.
Density estimates for solutions to one dimensional Backward SDE's
Omar Aboura, Solesne Bourguin
In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower…
A regression Monte-Carlo method for Backward Doubly Stochastic Differential Equations
Omar Aboura
This paper extends the idea of E.Gobet, J.P.Lemor and X.Warin from the setting of Backward Stochastic Differential Equations to that of Backward Doubly Stochastic Differential equa…
On the discretization of backward doubly stochastic differential equations
Omar Aboura
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…