The following pages link to Modeste N'zi (Q254485):
Displayed 46 items.
- Global analysis of a deterministic and stochastic nonlinear SIRS epidemic model with saturated incidence rate (Q254487) (← links)
- (Q380745) (redirect page) (← links)
- Reflected generalized BSDEs with random time and applications (Q380746) (← links)
- Deterministic and stochastic stability of an SIRS epidemic model with a saturated incidence rate (Q515472) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- (Q938573) (redirect page) (← links)
- RBSDEs with stochastic monotone and polynomial growth condition (Q938574) (← links)
- An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study (Q1010466) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- On an extension of Lévy's stochastic area process to higher dimensions (Q1208943) (← links)
- Multivalued stochastic integration and backward stochastic differential inclusions (Q1281603) (← links)
- Strassen theorem in Hölder norm for some Brownian functionals (Q1381934) (← links)
- Between Strassen and Chung normalizations for Lévy's area process (Q1385009) (← links)
- Backward stochastic differential equations with oblique reflection and local Lipschitz drift (Q1430558) (← links)
- The dynamics of a delayed deterministic and stochastic epidemic SIR models with a saturated incidence rate (Q1756029) (← links)
- Backward stochastic differential equations with stochastic monotone coefficients (Q1773286) (← links)
- Strassen's local law for diffusion processes under strong topologies (Q1873622) (← links)
- Functional law of the iterated logarithm for backward stochastic differential equations (Q2247974) (← links)
- Large deviation for multivalued backward stochastic differential equations (Q2247977) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757) (← links)
- Backward Stochastic Differential Equations with Jumps involving a subdifferential operator (Q2722265) (← links)
- Probabilistic interpretation for integral-partial differential equations with subdifferential operator (Q2722277) (← links)
- A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS (Q3069753) (← links)
- Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition (Q3103222) (← links)
- (Q3122813) (← links)
- (Q4014746) (← links)
- Grandes deviations des diffusions sur les espaces de besov-orlicz et application (Q4238144) (← links)
- Multivalued backward stochastic differential equations with local Lipschitz drift (Q4264005) (← links)
- Multivalued backward stochastic differential equations with continuous coefficients (Q4344571) (← links)
- (Q4347390) (← links)
- Multivalued backward stochastic differential equations with local lipschitz drift (Q4347779) (← links)
- Strassen's local law of the iterated logarithm for Lévy's area (Q4350911) (← links)
- (Q4380610) (← links)
- A veraging principle for multivalued stochastic differential equations (Q4416156) (← links)
- Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications (Q4518324) (← links)
- Minimum distance estimator for a hyperbolic stochastic partial differentialequation (Q4523003) (← links)
- Donsker Type Theorem in Besov Spaces Involving Regularly Varying Functions (Q4821626) (← links)
- On large deviation estimates for two parameter diffusion processes and applications (Q4853902) (← links)
- On the regularity of the local times of a class of symmetric lévy processes (Q4955492) (← links)
- (Q5290222) (← links)
- Approximation of fractional Brownian sheet by a random walk in anisotropic Besov space (Q5324834) (← links)
- Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841) (← links)
- Backward doubly stochastic differential equations with non-Lipschitz coefficients (Q5324869) (← links)
- Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (Q5324874) (← links)
- Extinction time of an epidemic with infection age dependent infectivity (Q6431952) (← links)