4 citations · 7 across the 4 of their papers we have counts for
4 papers
Smoothness of solutions of hyperbolic stochastic partial differential equations with -vector fields
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen +1
In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation (HSPDE) when the vector field is merely bounded and measurable. Although the determini…
On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations
Moustapha Dieye, Amadou Diop, Mamadou Moustapha Mbaye +1
When the evolution familiy is hyperbolic and satisfies the Acquistapace-Terreni conditions, the existence and uniquenness of an almost automorphic mild solution and a weighted pseu…
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen
In this work, we generalise the stochastic local time space integration introduced in \cite{Ei00} to the case of Brownian sheet. %We develop a stochastic local time-space calculus…
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu-Pamen
In this paper we study path-by-path uniqueness for multidimensional stochastic differential equations driven by the Brownian sheet. We assume that the drift coefficient is unbounde…