44 citations · 102 across the 10 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…