| Path-by-path uniqueness of multidimensional SDE’s on the plane with nondecreasing coefficients AM Bogso, M Dieye, OM Pamen Electronic Journal of Probability 27, 1-26, 2022 | 7 | 2022 |
| Some examples of peacocks in a Markovian set-up AM Bogso, C Profeta, B Roynette Séminaire de Probabilités XLIV, 281-315, 2012 | 6 | 2012 |
| Smoothness of solutions of hyperbolic stochastic partial differential equations with L∞-vector fields AM Bogso, M Dieye, O Menoukeu Pamen, F Proske arXiv preprint arXiv:2212.08466, 2022 | 5 | 2022 |
| Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts AM Bogso, OM Pamen arXiv preprint arXiv:2210.04694, 2022 | 5 | 2022 |
| Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths AM Bogso, M Dieye, O Menoukeu Pamen Bernoulli 29 (4), 2627-2651, 2023 | 4 | 2023 |
| MRL order, log-concavity and an application to peacocks AM Bogso Stochastic Processes and their Applications 125 (4), 1282-1306, 2015 | 4 | 2015 |
| Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks AM Bogso, C Profeta, B Roynette Séminaire de Probabilités XLIV, 317-374, 2012 | 3 | 2012 |
| An application of multivariate total positivity to peacocks AM Bogso ESAIM: Probability and Statistics 18, 514-540, 2014 | 2 | 2014 |
| Weak decreasing stochastic order AM Bogso, PT Soh Statistics & Probability Letters 126, 49-58, 2017 | 1 | 2017 |
| Étude de peacocks sous des hypotheses de monotonie conditionnelle et de positivité totale AM Bogso These de l’Université de Lorraine, 2012 | 1 | 2012 |
| Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts O Menoukeu Pamen, A Bogso Alea (Rio de Janeiro): Latin American journal of probability and …, 2023 | | 2023 |
| Existence of strong solutions of fractional Brownian sheet driven SDEs with bounded drift AM Bogso, OM Pamen, F Proske arXiv preprint arXiv:2307.09086, 2023 | | 2023 |
| EXISTENCE OF STRONG SOLUTIONS OF FRACTIONAL BROWNIAN SHEET DRIVEN SDES WITH INTEGRABLE DRIFT. AM BOGSO, O MENOUKEU-PAMEN, F PROSKE arXiv preprint arXiv:2307.09086, 2023 | | 2023 |
| Smoothness of solutions of hyperbolic stochastic partial differential equations with -vector fields AM Bogso, M Dieye, OM Pamen, F Proske arXiv preprint arXiv:2212.08466, 2022 | | 2022 |
| Mean residual life processes and associated submartingales AM Bogso Journal of Theoretical Probability 33 (1), 36-64, 2020 | | 2020 |
| European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle M Kegnenlezom, PT Soh, AM Bogso, YE Wono arXiv preprint arXiv:1906.10888, 2019 | | 2019 |
| Self-similar martingales derived from Root embedding AM Bogso, M Mohamed arXiv preprint arXiv:1906.07746, 2019 | | 2019 |
| On Peacocks: A General Introduction to Two Articles AM Bogso, C Profeta, B Roynette Séminaire de Probabilités XLIV, 279-280, 2012 | | 2012 |
