3 citations · 6 across the 5 of their papers we have counts for
6 papers
On a Set-Valued Young Integral with Applications to Differential Inclusions
Laure Coutin, Nicolas Marie, Paul Raynaud de Fitte
We present a new Aumann-like integral for a Hölder multifunction with respect to a Hölder signal, based on the Young integral of a particular set of Hölder selections. This restric…
Almost periodic solution in distribution for stochastic differential equations with Stepanov almost periodic coefficients
Fazia Bedouhene, Nouredine Challali, Omar Mellah +2
This paper deals with the existence and uniqueness of (-pseudo) almost periodic mild solution to some evolution equations with Stepanov (-pseudo) almost periodic coefficients…
Sweeping Processes Perturbed by Rough Signals
Charles Castaing, Nicolas Marie, Paul Raynaud De Fitte
This paper deals with the existence, the uniqueness and an approximation scheme of the solution to sweeping processes perturbed by a continuous signal of finite -variation with…
Almost automorphy and various extensions for stochastic processes
Fazia Bedouhene, Nouredine Challali, Omar Mellah +2
We compare different modes of pseudo almost automorphy and variants for stochastic processes: in probability, in quadratic mean, or in distribution in various senses. We show by a…
Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients
Mikhail Kamenski, Omar Mellah, Paul Raynaud de Fitte
An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficie…
Weak solutions of backward stochastic differential equations with continuous generator
Nadira Bouchemella, Paul Raynaud De Fitte
We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=ξ+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensio…