Antoine-Marie Bogso

Available identifiers

zbMath Open bogso.antoine-marieMaRDI QIDQ2082669

List of research outcomes

Publication	Date of Publication	Type
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	2024-11-12	Paper
Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts	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	2022-10-04	Paper
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients	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	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	2017-09-28	Paper
MRL order, log-concavity and an application to peacocks	2015-02-27	Paper
An application of multivariate total positivity to peacocks	2015-02-17	Paper
Some examples of peacocks in a Markovian set-up	2012-08-29	Paper
Peacocks obtained by normalisation: strong and very strong peacocks	2012-08-29	Paper
On Peacocks: A General Introduction to Two Articles	2012-08-29	Paper

Research outcomes over time

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