Auguste Aman

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asymptotic behavior for delayed backward stochastic differential equations
Communications in Statistics. Simulation and Computation
2025-11-27Paper
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators
Electronic Journal of Mathematical Analysis and Applications EJMAA
2025-10-21Paper
A new type of reflected backward doubly stochastic differential equations
Communications on Stochastic Analysis
2025-09-25Paper
Backward stochastic differential equations with time-delayed generators and integrable parameters
Random Operators and Stochastic Equations
2025-06-30Paper
Probabilistic representation of the parabolic stochastic variational inequality with Dirichlet–Neumann boundary and variational generalized backward doubly stochastic differential equations
Stochastics
2025-06-27Paper
Backward stochastic Volterra integral equations with time delayed generators
Asian Journal of Control
2025-01-13Paper
Backward stochastic differential equations with non-Lipschitz time delayed generators
Asian Journal of Control
2024-07-10Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients
Journal of Theoretical Probability
2023-11-21Paper
Forward–backward stochastic differential equations with delay generators
Stochastics and Dynamics
2023-05-02Paper
Asymptotic behavior for delayed backward stochastic differential equations2022-02-15Paper
General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator2021-11-27Paper
Backward stochastic Volterra integral equations with time delayed generators2021-10-04Paper
Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations2021-10-02Paper
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators2021-10-02Paper
$L^{p}$-solutions of backward stochastic differential equations with time-delayed generators2021-10-02Paper
Backward stochastic differential equations with time-delayed generators and integrable parameters2021-10-02Paper
Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients2021-10-02Paper
Robust optimal problem for dynamic risk measures governed by BSDEs with jumps and delayed generator2021-10-02Paper
Large deviations for stochastic differential equations with general delayed generator
Random Operators and Stochastic Equations
2021-03-31Paper
On jumps stochastic slowly diffusion equations with fast oscillation coefficients2019-09-16Paper
Reflected backward stochastic differential equations with time-delayed generators
Random Operators and Stochastic Equations
2018-04-13Paper
Representation theorems for SPDEs via backward doubly SDEs
Electronic Communications in Probability
2014-09-22Paper
Reflected generalized BSDEs with random time and applications
African Diaspora Journal of Mathematics
2013-11-14Paper
Reflected generalized BSDEs with random time and applications
African Diaspora Journal of Mathematics
2013-11-14Paper
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
African Diaspora Journal of Mathematics
2013-07-05Paper
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
African Diaspora Journal of Mathematics
2013-07-05Paper
Reflected backward doubly stochastic differential equations with discontinuous generator
Random Operators and Stochastic Equations
2013-06-06Paper
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Statistics & Probability Letters
2013-05-13Paper
A numerical scheme for backward doubly stochastic differential equations
Bernoulli
2013-03-07Paper
A numerical scheme for backward doubly stochastic differential equations
Bernoulli
2013-03-07Paper
Reflected generalized backward doubly SDEs driven by Lévy processes and applications
Journal of Theoretical Probability
2013-01-11Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
Acta Mathematica Sinica, English Series
2013-01-02Paper
\(L^p\)-solutions of backward doubly stochastic differential equations
Stochastics and Dynamics
2012-08-27Paper
\(L^p\)-solution of generalized backward stochastic differential equations with barrier
African Diaspora Journal of Mathematics
2012-06-11Paper
Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition
Random Operators and Stochastic Equations
2011-11-26Paper
A new type of reflected backward doubly stochastic differential equations2011-08-03Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients2011-05-30Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients
(available as arXiv preprint)
2011-05-30Paper
\(L^p\)-solution of reflected generalized BSDEs with non-Lipschitz coefficients
Random Operators and Stochastic Equations
2011-02-22Paper
A note on homeomorphism for backward doubly SDEs and applications
Stochastics and Dynamics
2011-01-19Paper
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition2010-11-14Paper
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs2010-11-14Paper
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations2010-11-12Paper
Numerical scheme for backward doubly stochastic differential equations2009-07-12Paper
Homeomorphism of solutions to backward doubly SDEs and applications2009-07-12Paper
Reflected generalized backward doubly SDEs driven by L\'evy processes and Applications2009-07-12Paper
Lp-solution of backward doubly stochastic differential equations2009-07-11Paper
Representation theorems for backward doubly stochastic differential equations2007-12-13Paper
Backward stochastic nonlinear Volterra integral equations with local Lipschitz drift2006-04-28Paper
Backward stochastic differential equations with oblique reflection and local Lipschitz drift
Journal of Applied Mathematics and Stochastic Analysis
2004-05-27Paper


Research outcomes over time


This page was built for person: Auguste Aman