Olivier Menoukeu Pamen

Available identifiers

zbMath Open menoukeu-pamen.olivierMaRDI QIDQ262011

List of research outcomes

Publication	Date of Publication	Type
Modeling and simulation of the input–output behavior of a geothermal energy storage	2024-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q6146363	2024-02-05	Paper
Optimization of Wi-Fi direct average time to discovery: a global channel randomization approach	2023-09-18	Paper
Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts	2023-09-14	Paper
Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift	2023-07-18	Paper
Maximum principle for stochastic control of SDEs with measurable drifts	2023-07-07	Paper
Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model	2023-06-20	Paper
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	2023-05-15	Paper
Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields	2022-12-16	Paper
An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems	2022-11-09	Paper
Differentiability of quadratic forward-backward SDEs with rough drift	2022-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q5039933	2022-10-10	Paper
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients	2022-10-04	Paper
Global stability dynamics and sensitivity assessment of COVID-19 with timely-delayed diagnosis in Ghana	2022-08-01	Paper
A class of quadratic forward-backward stochastic differential equations	2022-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q5063357	2022-03-17	Paper
Strong solutions of forward-backward stochastic differential equations with measurable coefficients	2022-01-17	Paper
Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients	2021-12-01	Paper
Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths	2021-12-01	Paper
Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results	2021-04-11	Paper
Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications	2021-04-11	Paper
Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure	2020-09-08	Paper
Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts	2019-10-23	Paper
Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients	2019-10-22	Paper
Flows for singular stochastic differential equations with unbounded drifts	2019-06-25	Paper
Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation	2019-04-26	Paper
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system	2019-02-18	Paper
A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications	2018-12-21	Paper
On the price of risk under a regime switching CGMY process	2018-12-03	Paper
A maximum principle for controlled stochastic factor model	2018-11-07	Paper
On some applications of Sobolev flows of SDEs with unbounded drift coefficients	2018-07-27	Paper
Viscosity Solution for Optimal Stopping Problems of Feller Processes	2018-03-10	Paper
Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information	2017-12-15	Paper
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications	2017-10-09	Paper
On the Optimal Investment	2017-07-31	Paper
EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT	2017-07-26	Paper
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient	2017-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q2966334	2017-03-06	Paper
Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach	2016-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q2787473	2016-03-04	Paper
Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps	2015-10-23	Paper
LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL	2015-09-22	Paper
An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients	2014-10-07	Paper
Stochastic differential games in insider markets via Malliavin calculus	2014-07-04	Paper
Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps	2014-04-25	Paper
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs	2013-11-18	Paper
A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading	2011-08-08	Paper
UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES	2011-05-04	Paper
Decomposition of Order Statistics of Semimartingales Using Local Times	2010-07-20	Paper

Research outcomes over time

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