Search Results - Aidara, Sadibou

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  1. 1
    Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

    Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients by Aidara, Sadibou

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  2. 2
    RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

    RETRACTED ARTICLE: Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients by Aidara, Sadibou

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  3. 3
    BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients

    BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients by Aidara, Sadibou, Sagna, Yaya

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  4. 4
    Generalized BDSDEs driven by fractional Brownian motion

    Generalized BDSDEs driven by fractional Brownian motion by Aidara, Sadibou, Ndiaye, Assane, Sow, Ahmadou Bamba

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  5. 5
    Generalized fractional BSDE with non Lipschitz coefficients

    Generalized fractional BSDE with non Lipschitz coefficients by Aïdara, Sadibou, Sow, Ahmadou Bamba

    Published in Afrika mathematica
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  6. 6
    BSDEs driven by fractional Brownian motion with time-delayed generators

    BSDEs driven by fractional Brownian motion with time-delayed generators by Aidara, Sadibou, Sylla, Lamine

    Published in Applicable analysis
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  7. 7
    Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

    Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients by Aidara, Sadibou

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  8. 8
    Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions

    Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions by Aidara, Sadibou, Sagna, Yaya, Faye, Ibrahima

    Published in Applicable analysis
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  9. 9
    Averaging Principle for Backward Stochastic Differential Equations driven both standard and fractional Brownian motions

    Averaging Principle for Backward Stochastic Differential Equations driven both standard and fractional Brownian motions by Ibrahima Faye, Aidara, Sadibou, Sagna, Yaya

    Published in arXiv.org
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