49 citations · 80 across the 18 of their papers we have counts for
18 papers
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…
Backward stochastic differential equations with time-delayed generators and integrable parameters
Auguste Aman, Yong Ren
In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.
-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 -integr…
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators
Yong Ren, Harouna Coulibaly, Auguste Aman
This note aims to give an explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. The process is expressed by an integral who…
Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations
Yong Ren, Auguste Aman, Qing Zhou
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a…
Dynamics of a mean-reverting stochastic volatility model with regime switching
Yanling Zhu, Kai Wang, Yong Ren
In this paper, we consider a mean-reverting stochastic volatility equation with regime switching, and present some sufficient conditions for the existence of global positive soluti…