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Olivier Menoukeu Pamen · Study

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Olivier Menoukeu Pamen

5 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0001-9306-3155

h-index5

i105

Citations203

Works here5

13

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Most cited in this library

A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s2013 · 68 citations
Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient2016 · 56 citations
Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach2013 · 45 citations
Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information2017 · 21 citations
Stochastic Mortality Modelling for Dependent Coupled Lives2020 · 13 citations

Works

5 shown

Stochastic Mortality Modelling for Dependent Coupled Lives

Risks·2020·3 authors·Open access

13citations

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information

Journal of Optimization Theory and Applications·2017·1 author·Open access

21citations

Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient

Stochastic Processes and their Applications·2016·2 authors·Open access

56citations

Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach

Journal of Optimization Theory and Applications·2013·1 author

45citations

A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s

Mathematische Annalen·2013·5 authors·Open access

68citations