3 papers
math.PR2020
Backwards semi-martingales into Burgers' turtulence
Florent Nzissila, Octave Moutsinga, Fulgence Eyi Obiang
In fluid dynamics governed by the one dimensional inviscid Burgers equation , the stirring is explained by the sticky particles model. A Markov proce…
math.PR2020
An ideal class to construct solutions for skew Brownian motion equations
Fulgence Eyi Obiang, Octave Moutsinga, Youssef Ouknine
This paper contributes to the study of stochastic processes of the class . First, we extend the notion of the above-mentioned class to càdlàg semi-martingales, whose finite va…
math.PR2012
New classes of processes in stochastic calculus for signed measures
Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga
Let us consider a signed measure $\Qv$ and a probability measure $\Pv$ such that $\Qv<<\Pv$. Let be the density of $\Qv$ with respect to $\Pv$. represents the set of zeros…