4 citations · 17 across the 15 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
math.PR2022★ 3 cited
Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
Antoine-Marie Bogso, Olivier Menoukeu Pamen
We prove path-by-path uniqueness of solution to hyperbolic stochastic partial differential equations when the drift coefficient is the difference of two componentwise monotone Bore…
math.PR2022
Differentiability of quadratic forward-backward SDEs with rough drift
Peter Imkeller, Rhoss Likibi Pellat, Olivier Menoukeu Pamen
In this paper, we consider quadratic forward-backward SDEs (QFBSDEs), for {which} the drift in the forward equation does not satisfy the standard globally Lipschitz condition and t…