| Publication | Date of Publication | Type |
|---|
Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients
Electronic Journal of Mathematical Analysis and Applications EJMAA | 2024-09-04 | Paper |
Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients
Random Operators and Stochastic Equations | 2024-03-04 | Paper |
Generalized BDSDEs driven by fractional Brownian motion
Nonautonomous Dynamical Systems | 2023-10-24 | Paper |
BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions
Stochastics and Dynamics | 2018-10-11 | Paper |
Fractional anticipated BSDEs with stochastic Lipschitz coefficients
Random Operators and Stochastic Equations | 2018-10-04 | Paper |
Generalized fractional BSDE with non Lipschitz coefficients
Afrika Matematika | 2018-01-17 | Paper |
Non-binary branching process and non-Markovian exploration process
ESAIM: Probability and Statistics | 2017-08-28 | Paper |
Discontinuous backward doubly stochastic differential equations with Poisson jumps
Afrika Matematika | 2017-06-30 | Paper |
| Backward doubly stochastic differential equations driven by Levi process: the case of non-Lipschitz coefficients | 2017-04-25 | Paper |
Multidimensional BSDE with Poisson jumps in finite time horizon
African Diaspora Journal of Mathematics | 2016-12-21 | Paper |
Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients
Random Operators and Stochastic Equations | 2015-10-01 | Paper |
A look-down model with selection
Springer Proceedings in Mathematics & Statistics | 2015-07-02 | Paper |
Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem
Afrika Matematika | 2015-01-09 | Paper |
BSDEs with jumps and finite or infinite time horizon
Probability and Mathematical Statistics | 2014-09-02 | Paper |
BSDE with jumps and non-Lipschitz coefficients: application to large deviations
Brazilian Journal of Probability and Statistics | 2014-05-02 | Paper |
BSDE with jumps and non-Lipschitz coefficients: application to large deviations
Brazilian Journal of Probability and Statistics | 2014-05-02 | Paper |
Finite and infinite time interval of BDSDEs driven by Lévy processes
African Diaspora Journal of Mathematics | 2013-07-05 | Paper |
| Besov regularity of the uniform empirical process | 2012-08-22 | Paper |
Binary trees, exploration processes, and an extended Ray-Knight theorem
Journal of Applied Probability | 2012-04-20 | Paper |
Binary trees, exploration processes, and an extended Ray-Knight theorem
Journal of Applied Probability | 2012-04-20 | Paper |
Critical homogenization of SDEs driven by a Lévy process in random medium
Stochastic Analysis and Applications | 2011-10-21 | Paper |
Homogenization of a periodic degenerate semilinear elliptic PDE
Stochastics and Dynamics | 2011-10-11 | Paper |
Homogenization of periodic semilinear parabolic degenerate PDEs
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2009-07-01 | Paper |
Probabilistic interpretation of a system of quasilinear parabolic PDE<scp>s</scp>
Stochastics and Stochastic Reports | 2005-02-28 | Paper |
