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Olivier Menoukeu Pamen

Observed names: Menoukeu Pamen, Olivier, Menoukeu-Pamen, Olivier, O. Menoukeu Pamen, OLIVIER MENOUKEU PAMEN, OLIVIER MENOUKEU-PAMEN, Olivier Menouken Pamen, Olivier Menoukeu-Pamen, Olivier Menoukeu-pamen, Olivier Menoukeu Pamen, Pamen, Olivier Menoukeu
Observed institutions: Université de Yaoundé I, University of Ghana, University of Liverpool, University of Dar es Salaam, University of Oslo, University of the Witwatersrand, University of Lusaka, Humboldt-Universität zu Berlin, African Institute for Mathematical Sciences Ghana, Brandenburg University of Technology Cottbus-Senftenberg
ORCID: 0000-0001-9306-3155
Observed ORCID: 0000-0001-9306-3155
OpenAlex ID: A5078415786
A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s
2013 · Olivier Menoukeu-Pamen, Thilo Meyer-Brandis, et al. · Mathematische Annalen · 68
Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient
2016 · Olivier Menoukeu Pamen, Dai Taguchi · Stochastic Processes and their Applications · 56
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Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach
2013 · Olivier Menoukeu Pamen · Journal of Optimization Theory and Applications · 45
Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information
2017 · Olivier Menoukeu Pamen · Journal of Optimization Theory and Applications · 21
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Global stability dynamics and sensitivity assessment of COVID-19 with timely-delayed diagnosis in Ghana
2022 · Stephen E. Moore, Hetsron L. Nyandjo-Bamen, et al. · Computational and Mathematical Biophysics · 17
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A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications
2017 · Olivier Menoukeu-Pamen, Romuald Hervé Momeya · Mathematical Methods of Operations Research · 17
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Stochastic Mortality Modelling for Dependent Coupled Lives
2020 · Kira Henshaw, Corina Constantinescu, et al. · Risks · 13
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A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications
2017 · Zhongyang Sun, Isabelle Kemajou-Brown, et al. · ESAIM Control Optimisation and Calculus of Variations · 13
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A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading
2011 · Giulia Di Nunno, Olivier Menoukeu Pamen, et al. · Springer eBooks · 11
Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps
2012 · Olivier Menoukeu Pamen, Thilo Meyer-Brandis, et al. · Stochastics · 10
Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation
2018 · Chang Guo, Xiaoyang Zhuo, et al. · Methodology And Computing In Applied Probability · 9
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Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts
2019 · Olivier Menoukeu-Pamen, Ludovic Tangpi · SIAM Journal on Mathematical Analysis · 8
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On the Price of Risk Under a Regime Switching CGMY Process
2016 · Pious Asiimwe, Charles Wilson Mahera, et al. · Asia-Pacific Financial Markets · 8
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An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
2014 · Virginie Konlack Socgnia, Olivier Menoukeu-Pamen · Journal of Mathematical Analysis and Applications · 8
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Flows for singular stochastic differential equations with unbounded drifts
2019 · Olivier Menoukeu-Pamen, Salah E.A. Mohammed · Journal of Functional Analysis · 7
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The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
2018 · Zhongyang Sun, Olivier Menoukeu-Pamen · Stochastic Analysis and Applications · 7
Efficient Piecewise Trees for the Generalized Skew Vasicek Model With Discontinuous Drift
2017 · XIAOYANG ZHUO, OLIVIER MENOUKEU-PAMEN · International Journal of Theoretical and Applied Finance · 7
Stochastic Differential Games in Insider Markets via Malliavin Calculus
2013 · O. Menoukeu Pamen, F. Proske, et al. · Journal of Optimization Theory and Applications · 7
A Gel'fand Triple Approach to the Small Noise Problem for Discontinuous Ode's
2010 · Thilo Meyer‐Brandis, Frank Proske, et al. · NORA - Norwegian Open Research Archives · 7
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Strong solutions of forward–backward stochastic differential equations with measurable coefficients
2021 · Peng Luo, Olivier Menoukeu-Pamen, et al. · Stochastic Processes and their Applications · 6
Modeling and simulation of the input–output behavior of a geothermal energy storage
2023 · Paul Honore Takam, Ralf Wunderlich, et al. · Mathematical Methods in the Applied Sciences · 4
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Viscosity Solution for Optimal Stopping Problems of Feller Processes
2018 · Dai, Suhang, Menoukeu-Pamen, Olivier · arXiv (Cornell University) · 4
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Decomposition of Order Statistics of Semimartingales Using Local Times
2010 · Raouf Ghomrasni, Olivier Menoukeu Pamen · Stochastic Analysis and Applications · 4
Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications
2024 · Rhoss Likibi Pellat, Olivier Menoukeu Pamen · Stochastic Processes and their Applications · 3
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Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths
2023 · Antoine-Marie Bogso, Moustapha Dieye, et al. · Bernoulli · 3
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Works count: 90
Citation count: 408
H-index: 10
I10-index: 10
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