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Norsk
versjon
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Showing results 1-10 of 10
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2023
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Amine, Oussama; Baghery, Karim; Pindado, Zaira; Ràfols, Carla. Simulation extractable versions of Groth’s zk-SNARK revisited. International Journal of Information Security 2023 ;Volume 23. p. 431-445 UiO
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Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths. Journal of Differential Equations 2023 ;Volume 362. p. 106-172 UiO
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2022
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Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths. STORM workshop 2022; 2022-09-05 - 2022-09-08 UiO
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Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths. Second Norwegian Meeting on PDEs; 2022-06-08 - 2022-06-10 UiO
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2020
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Amine, Oussama; Baños, David; Proske, Frank Norbert. Regularity properties of the stochastic flow of a skew fractional Brownian motion. Infinite Dimensional Analysis Quantum Probability and Related Topics 2020 ;Volume 23.(1) UiO
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Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem; Proske, Frank Norbert. Bismut–Elworthy–Li formula, singular SDEs, fractional Brownian motion, Malliavin calculus, stochastic flows, stochastic volatility. Communications in Mathematical Sciences 2020 ;Volume 18.(7) p. 1863-1890 UiO
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Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths. Malliavin Calculus and its Applications, Webinar University of Kiev; 2020-12-01 - 2020-12-01 UiO
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Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths. arXiv.org 2020 p. - UiO
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2018
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Amine, Oussama; Banos, David; Proske, Frank Norbert. Regularity Properties of the Stochastic Flow of a Skew Fractional Brownian Motion. arXiv.org 2018 UiO
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Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem; Proske, Frank Norbert. A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling. arXiv.org 2018 UiO
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