Jean-Marc Owo

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
Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients Journal of Theoretical Probability	2023-11-21	Paper
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator Stochastic Analysis and Applications	2023-10-17	Paper
$L^{p}$-solutions of backward stochastic differential equations with time-delayed generators	2021-10-02	Paper
Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients	2021-10-02	Paper
Backward doubly SDEs with continuous and stochastic linear growth coefficients Random Operators and Stochastic Equations	2018-10-04	Paper
L^p-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2) ESAIM: Probability and Statistics	2018-08-07	Paper
Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients Electronic Communications in Probability	2015-08-17	Paper
Backward doubly stochastic differential equations with stochastic Lipschitz condition Statistics & Probability Letters	2015-04-01	Paper
Reflected backward doubly stochastic differential equations with discontinuous generator Random Operators and Stochastic Equations	2013-06-06	Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients Acta Mathematica Sinica, English Series	2013-01-02	Paper
Stochastic viscosity solutions for SPDEs with continuous coefficients Journal of Mathematical Analysis and Applications	2011-09-12	Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients	2011-05-30	Paper
Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients (available as arXiv preprint)	2011-05-30	Paper
A note on homeomorphism for backward doubly SDEs and applications Stochastics and Dynamics	2011-01-19	Paper
Backward Doubly Stochastic Integral Equations of the Volterra Type	2009-09-20	Paper
Backward doubly stochastic differential equations with non-Lipschitz coefficients Random Operators and Stochastic Equations	2009-08-08	Paper
Backward doubly stochastic differential equations with discontinuous coefficients Statistics & Probability Letters	2009-04-15	Paper

Research outcomes over time

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