Antoine-Marie Bogso

MaRDI QIDQ2082669zbMATH OpenORCIDFDO

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!

Publication	Date of Publication	Type
Strong solutions of fractional Brownian sheet-driven stochastic differential equations with integrable drift Journal of Theoretical Probability	2025-12-19	Paper
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths Bernoulli	2024-11-12	Paper
Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts	2024-02-05	Paper
Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts (available as arXiv preprint)	2024-02-05	Paper
Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift	2023-07-18	Paper
Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields	2022-12-16	Paper
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients Electronic Journal of Probability	2022-10-04	Paper
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients Electronic Journal of Probability	2022-10-04	Paper
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients (available as arXiv preprint)	2021-12-01	Paper
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	2021-12-01	Paper
Mean residual life processes and associated submartingales Journal of Theoretical Probability	2020-02-18	Paper
European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle	2019-06-26	Paper
Self-similar martingales derived from Root embedding	2019-06-18	Paper
Weak decreasing stochastic order Statistics & Probability Letters	2017-09-28	Paper
MRL order, log-concavity and an application to peacocks Stochastic Processes and their Applications	2015-02-27	Paper
An application of multivariate total positivity to peacocks ESAIM: Probability and Statistics	2015-02-17	Paper
An application of multivariate total positivity to peacocks ESAIM: Probability and Statistics	2015-02-17	Paper
Some examples of peacocks in a Markovian set-up Lecture Notes in Mathematics	2012-08-29	Paper
Peacocks obtained by normalisation: strong and very strong peacocks Lecture Notes in Mathematics	2012-08-29	Paper
On Peacocks: A General Introduction to Two Articles Lecture Notes in Mathematics	2012-08-29	Paper

Research outcomes over time

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