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math.PR2022
Stochastic differential equations driven by relative martingales
Fulgence Eyi Obiang, Paule Joyce Mbenangoya, Ibrahima Faye +1
This paper contributes to the study of relative martingales. Specifically, for a closed random set , they are processes null on which decompose as , where is a cà…
math.PR2021
Averaging Principle for Backward Stochastic Differential Equations driven both standard and fractional Brownian motions
Ibrahima Faye, Sadibou Aidara, Yaya Sagna
Stochastic averaging for a class of backward stochastic differential equations driven by both standard and fractional Brownian motions (SFrBSDEs in short), is investigated. An aver…