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Rhoss Likibi Pellat
Observed name:
Pellat, Rhoss Likibi
Institutions:
Centre National de la Recherche Scientifique,
Université Côte d'Azur,
Laboratoire Jean-Alexandre Dieudonné
Observed institutions:
Centre National de la Recherche Scientifique,
University of Ghana,
University of Liverpool,
African Institute for Mathematical Sciences,
Université Côte d'Azur,
African Institute for Mathematical Sciences Ghana,
Laboratoire Jean-Alexandre Dieudonné
show all 7
ORCID:
0000-0002-0910-8638
Observed ORCID:
0000-0002-0910-8638
OpenAlex ID:
A5091292220
Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications
2024
·
Rhoss Likibi Pellat
, Olivier Menoukeu Pamen
·
Stochastic Processes and their Applications
·
3
PDF
A class of quadratic forward-backward stochastic differential equations
2022
·
Rhoss Likibi Pellat
, Olivier Menoukeu Pamen
, et al.
·
Journal of Mathematical Analysis and Applications
·
3
PDF
Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
2026
·
Wilfried Kuissi Kamdem
, Antoine-Marie Bogso
, et al.
·
SIAM Journal on Control and Optimization
PDF
Rearranged Stochastic Heat Equations with an Entropy Gradient Structure
2026
·
Delarue, Francois
, Pellat, Rhoss Likibi
·
arXiv (Cornell University)
PDF
Time discretization of Quadratic Forward-Backward SDEs with singular drifts
2024
·
Pellat, Rhoss Likibi
, Fonka, Emmanuel Che
, et al.
·
arXiv (Cornell University)
PDF
Differentiability of quadratic forward-backward SDEs with rough drift
2024
·
Peter Imkeller
, Rhoss Likibi Pellat
, et al.
·
The Annals of Applied Probability
Differentiability of quadratic forward-backward SDEs with rough drift
2022
·
Imkeller, Peter
, Pellat, Rhoss Likibi
, et al.
·
arXiv (Cornell University)
PDF
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Works count:
8
Citation count:
6
H-index:
2
I10-index:
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