1 citations · 2 across the 4 of their papers we have counts for
4 papers
A new type of reflected backward doubly stochastic differential equations
Auguste Aman, Yong Ren
In this paper, we introduce a new kind of "variant" reflected backward doubly stochastic differential equations (VRBDSDEs in short), where the drift is the nonlinear function of th…
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
Auguste Aman, Yong Ren
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using…
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations
Yong Ren, Qing Zhou, Auguste Aman
In this paper, a class of generalized backward doubly stochastic differential equations whose coefficient contains the subdifferential operators of two convex functions (also calle…
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
Yon Ren, Auguste Aman
In this paper, we deal with a class of backward doubly stochastic differential equations (BDSDEs, in short) involving subdifferential operator of a convex function and driven by Te…