The following pages link to Ahmadou Bamba Sow (Q352777):
Displaying 22 items.
- Finite and infinite time interval of BDSDEs driven by Lévy processes (Q352778) (← links)
- Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441) (← links)
- Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients (Q500242) (← links)
- Multidimensional BSDE with Poisson jumps in finite time horizon (Q728059) (← links)
- (Q1030147) (redirect page) (← links)
- Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150) (← links)
- Generalized fractional BSDE with non Lipschitz coefficients (Q1689692) (← links)
- Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196) (← links)
- Discontinuous backward doubly stochastic differential equations with Poisson jumps (Q2361605) (← links)
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations (Q2448570) (← links)
- (Q2879480) (← links)
- (Q2978454) (← links)
- Critical Homogenization of SDEs Driven by a Levy Process in Random Medium (Q3094224) (← links)
- HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE (Q3174003) (← links)
- Probabilistic interpretation of a system of quasilinear parabolic PDE<scp>s</scp> (Q4653008) (← links)
- BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions (Q4687205) (← links)
- A Look-Down Model with Selection (Q5261206) (← links)
- Non-binary branching process and non-Markovian exploration process (Q5350273) (← links)
- Binary Trees, Exploration Processes, and an Extended Ray-Knight Theorem (Q5388750) (← links)
- Generalized BDSDEs driven by fractional Brownian motion (Q6054113) (← links)
- Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients (Q6123176) (← links)
- Besov regularity of the uniform empirical process (Q6235179) (← links)