Abdoulaye Soumana Hima

collaborators

3 papers

math.PR2020

Large deviation principle for a backward stochastic differential equation driven by $G$ -Brownian motion with subdifferential operator

Abdoulaye Soumana Hima, Ibrahim Dakaou

In this paper, we study a large deviation principle for the solution of a backward stochastic differential equation driven by $G$ -Brownian motion with subdifferential operator.

math.PR2020

Large deviations for backward stochastic differential equations driven by $G$ -Brownian motion

Ibrahim Dakaou, Abdoulaye Soumana Hima

In this paper, we consider forward-backward stochastic differential equation driven by $G$ -Brownian motion ( $G$ -FBSDEs in short) with small parameter $ε > 0$ . We study th…

math.PR2017

Reflected stochastic differential equations driven by $G$ -Brownian motion in non-convex domains

Yiqing Lin, Abdoulaye Soumana Hima

In this paper, we first review the penalization method for solving deterministic Skorokhod problems in non-convex domains and establish estimates for problems with $α$ -Hölder conti…

Large deviation principle for a backward stochastic differential equation driven by G-Brownian motion with subdifferential operator

Large deviations for backward stochastic differential equations driven by G-Brownian motion

Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains

Large deviation principle for a backward stochastic differential equation driven by $G$ -Brownian motion with subdifferential operator

Large deviations for backward stochastic differential equations driven by $G$ -Brownian motion

Reflected stochastic differential equations driven by $G$ -Brownian motion in non-convex domains