Antoine-Marie Bogso

发表

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

M. Kegnenlezom, P. T. Soh, Antoine-Marie Bogso, 2019, 1906.10888.

Peacocks obtained by normalisation and strong peacocks

B. Roynette, C. Profeta, Antoine-Marie Bogso, 2011 .

Weak decreasing stochastic order

P. T. Soh, Antoine-Marie Bogso, 2016, 1610.02190.

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

Olivier Menoukeu-Pamen, Antoine-Marie Bogso, M. Dieye, 2021, Electronic Journal of Probability.

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

Antoine-Marie Bogso, O. M. Pamen, M. Dieye, 2021, Bernoulli.

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

Antoine-Marie Bogso, O. M. Pamen, 2022, 2210.04694.

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields

F. Proske, Antoine-Marie Bogso, O. M. Pamen, 2022, 2212.08466.

Some Examples of Peacocks in a Markovian Set-Up

B. Roynette, C. Profeta, Antoine-Marie Bogso, 2012 .

Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks

B. Roynette, C. Profeta, Antoine-Marie Bogso, 2012 .

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields

F. Proske, Antoine-Marie Bogso, O. M. Pamen, 2022, 2212.08466.

An application of multivariate total positivity to peacocks

Antoine-Marie Bogso, 2015, 1509.05123.

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

Antoine-Marie Bogso, O. M. Pamen, 2022, Latin American Journal of Probability and Mathematical Statistics.