Search Results - Antoine-Marie Bogso

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  1. 1
    Mean Residual Life Processes and Associated Submartingales

    Mean Residual Life Processes and Associated Submartingales by Bogso, Antoine-Marie

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  2. 2
    Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients

    Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients by Bogso, Antoine-Marie, Dieye, Moustapha, Pamen, Olivier Menoukeu

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  3. 3
    Weak decreasing stochastic order

    Weak decreasing stochastic order by Bogso, Antoine-Marie, Takam Soh, Patrice

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  4. 4
    Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

    Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths by Antoine-Marie Bogso, Dieye, Moustapha, Pamen, Olivier Menoukeu

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  5. 5
    Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

    Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients by Antoine-Marie Bogso, Dieye, Moustapha, Olivier Menoukeu-Pamen

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  6. 6
    MRL order, log-concavity and an application to peacocks

    MRL order, log-concavity and an application to peacocks by Bogso, Antoine Marie

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  7. 7
    Mean residual life processes and associated submartingales

    Mean residual life processes and associated submartingales by Antoine-Marie Bogso

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  8. 8
    Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift

    Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift by Antoine-Marie Bogso, Pamen, Olivier Menoukeu, Proske, Frank

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  9. 9
    Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts

    Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts by Antoine-Marie Bogso, Pamen, Olivier Menoukeu

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  10. 10
    Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields

    Smoothness of solutions of hyperbolic stochastic partial differential equations with \(L^{\infty}\)-vector fields by Antoine-Marie Bogso, Dieye, Moustapha, Pamen, Olivier Menoukeu, Proske, Frank

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  11. 11
    Self-similar martingales derived from Root embedding

    Self-similar martingales derived from Root embedding by Antoine-Marie Bogso, Mbehou Mohamed

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  12. 12
    MRL order, log-concavity and an application to peacocks

    MRL order, log-concavity and an application to peacocks by Bogso, Antoine Marie

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  13. 13
    An application of multivariate total positivity to peacocks

    An application of multivariate total positivity to peacocks by Bogso, Antoine Marie

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  14. 14
    Weak decreasing stochastic order

    Weak decreasing stochastic order by Antoine-Marie Bogso, Soh, Patrice Takam

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  15. 15
    European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle

    European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle by Kegnenlezom, Martin, Soh, Patrice Takam, Antoine-Marie Bogso, Wono, Yves Emvudu

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