Olivier Menoukeu Pamen

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Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

Olivier Menoukeu Pamen, Ludovic Tangpi, Ludovic Tangpi, 2018, SIAM J. Math. Anal..

Stochastic Differential Games in Insider Markets via Malliavin Calculus

Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh, 2014, J. Optim. Theory Appl..

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

Olivier Menoukeu Pamen, O. M. Pamen, 2015, J. Optim. Theory Appl..

A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications

Olivier Menoukeu Pamen, Romuald Hervé Momeya, 2017, Math. Methods Oper. Res..

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

Olivier Menoukeu Pamen, 2017, J. Optim. Theory Appl..

Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications pdf

Olivier Menoukeu Pamen, Ralf Wunderlich, Paul Honore Takam, 2021, ArXiv.

Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results pdf

Olivier Menoukeu Pamen, Ralf Wunderlich, Paul Honore Takam, 2021, ArXiv.

Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

Olivier Menoukeu Pamen, Moustapha Dieye, Antoine-Marie Bogso, 2021 .

Strong rate of convergence for the Euler-Maruyama approximation of SDEs with H\"older continuous drift coefficient

Olivier Menoukeu Pamen, Dai Taguchi, Daichi Taguchi, 2015, 1508.07513.