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Collection : Le Mans Universite
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Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations

Subjects: Stochastic Partial Differential Equations Backward Doubly Stochastic Differential Equations G-Brownian motion sublinear expectation spaces. MSC Classification. 60H15 60G65 60J46 60H30; Stochastic Partial Differential Equations; Backward Doubly Stochastic Differential Equations

  • Source: https://hal.science/hal-05397667 ; 2025.

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Academic Journal

Neuronal Nonlinearities in RF Power Amplifiers: A Bayesian Approach to Hodgkin-Huxley Differential Equations

Subjects: Bayesian estimation; joint communication and computation; power amplifiers

  • Source: ISSN: 1759-0787.

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System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains

Subjects: Viscosity solution; Fully nonlinear partial differential equations; Obliquely reflected diffusion

  • Source: https://hal.science/hal-03913755 ; 2022.

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Dissertation/ Thesis

Malliavin calculus and applications in stochastic differential equations ; Calculs de Malliavin et appplications aux équations différentielles stochastiques

Subjects: Final singularity; Greeks computations; Hawkes processes

  • Source: https://theses.hal.science/tel-05228237 ; Classical Analysis and ODEs [math.CA]. Le Mans Université, 2025. English. ⟨NNT : 2025LEMA1011⟩.

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Empirical Regression Method for Backward Doubly Stochastic Differential Equations

Subjects: SPDEs; empirical regression scheme; discrete Dynamic Programming Equations

  • Source: ISSN: 2166-2525.

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Optimal stochastic impulse control problem with delay with actions decided at the execution time ; Problème de contrôle impulsionnel stochastique avec retard et actions décidées au moment de l'exécution. ; Optimal stochastic impulse control problem with delay with actions decided at the execution time: Mathematics

Subjects: Snell envelope; Swing options; Optimal stopping time

  • Source: https://hal.science/hal-05470472 ; 2026.

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Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values

Subjects: Non-Markovian terminal conditions; Backward stochastic differential equations; Singularity

  • Source: https://hal.science/hal-01401230 ; 2018.

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Zhang L2 -Regularity for the solutions of Forward Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

Subjects: Forward Backward Doubly Stochastic Differential Equations; L2 -regularity; Malliavin calculus

  • Source: https://hal.science/hal-01548712 ; 2017.

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Integro-partial differential equations with singular terminal condition

Subjects: Integro-partial differential equations; viscosity solution; backward stochastic differential equation

  • Source: https://hal.science/hal-01293775 ; 2017.

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Corrigendum for 'Second-order reflected backward stochastic differential equations' and 'Second-order BSDEs with general reflection and game options under uncertainty'

Subjects: Skorokhod condition; reflections; 2BSDEs

  • Source: ISSN: 1050-5164.

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  • 1-10 of  77 results for ""Differential Equations""