most citedGeneralized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

44 citations · 98 across the 3 of their papers we have counts for

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math.PR2007★ 27 cited

Sample path properties of the local time of multifractional Brownian motion

Brahim Boufoussi, Marco Dozzi, Raby Guerbaz

We establish estimates for the local and uniform moduli of continuity of the local time of multifractional Brownian motion, . An analogue of Chu…

math.PR2007★ 44 cited

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

Brahim Boufoussi, Jan Van Casteren, N. Mrhardy

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous in…