Olivier Menoukeu Pamen
- Strong rate of convergence for the Euler-Maruyama approximation of SDEs\n with H "older continuous drift coefficient
2015/08/29 by Olivier Menoukeu Pamen, Dai Taguchi, Pamen, Olivier Menoukeu +1 · 3 citations
Economics, Econometrics and Finance · Social Sciences · Physics and Astronomy · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Advanced Thermodynamics and Statistical Mechanics
- Maximum Principles of Markov Regime-Switching Forward-Backward\n Stochastic Differential Equations with Jumps and Partial Information
2014/03/12 by Olivier Menoukeu Pamen, Pamen, Olivier Menoukeu · 2 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Climate Change Policy and Economics
- Differentiability of quadratic forward-backward SDEs with rough drift
2022/10/11 by Peter Imkeller, Rhoss Likibi Pellat, Imkeller, Peter +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth
- A Maximum Principle for Markov Regime-Switching Forward Backward\n Stochastic Differential Games and Applications
2014/03/12 by Olivier Menoukeu Pamen, Pamen, Olivier Menoukeu, Romual Herve Momeya +1 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Climate Change Policy and Economics #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Flows for Singular Stochastic Differential Equations with Unbounded\n Drifts
2017/04/12 by Olivier Menoukeu Pamen, Pamen, Olivier Menoukeu, Salah Mohammed +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #60H10 #60H15 #60H40 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics