The following pages link to Olivier Menoukeu Pamen (Q262011):
Displayed 50 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- (Q382304) (redirect page) (← links)
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs (Q382307) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients (Q2082670) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- Global stability dynamics and sensitivity assessment of COVID-19 with timely-delayed diagnosis in Ghana (Q2159482) (← links)
- Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)
- Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- Flows for singular stochastic differential equations with unbounded drifts (Q2424893) (← links)
- (Q2787473) (← links)
- LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
- (Q2966334) (← links)
- UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (Q2996890) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- Decomposition of Order Statistics of Semimartingales Using Local Times (Q3578752) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- On the Optimal Investment (Q4976507) (← links)
- (Q5039933) (← links)
- (Q5063357) (← links)
- A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading (Q5198560) (← links)
- Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts (Q5239842) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011) (← links)
- Optimization of Wi-Fi direct average time to discovery: a global channel randomization approach (Q6050369) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- (Q6146363) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
- Modeling and simulation of the input–output behavior of a geothermal energy storage (Q6199771) (← links)
- Viscosity Solution for Optimal Stopping Problems of Feller Processes (Q6298877) (← links)
- Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure (Q6348663) (← links)
- Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results (Q6365008) (← links)
- Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications (Q6365029) (← links)
- Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients (Q6384508) (← links)
- Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6384511) (← links)
- Differentiability of quadratic forward-backward SDEs with rough drift (Q6413593) (← links)
- Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields (Q6420784) (← links)
- Existence of strong solutions of fractional Brownian sheet driven SDEs with integrable drift (Q6444110) (← links)
- Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts (Q6451223) (← links)