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Publications by Olivier Menoukeu Pamen
Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
Related publications
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
Journal of Applied Mathematics and Physics
A Clustering Method to Solve Backward Stochastic Differential Equations With Jumps
Journal of Mathematical Finance
Reflected Forward Backward Stochastic Differential Equations and Contingent Claims
IFIP Advances in Information and Communication Technology
Computer Networks
Information Systems
Management
Communications
Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps
IFIP Advances in Information and Communication Technology
Computer Networks
Information Systems
Management
Communications
Feynman-Kac Formulas, Backward Stochastic Differential Equations and Markov Processes
Series on Concrete and Applicable Mathematics
Statistics
Probability
Algebra
Combinatorics
Applied Mathematics
Number Theory
Management Science
Mathematical Physics
Discrete Mathematics
Computational Mathematics
Simulation
Modeling
Operations Research
Stochastic Lotka-Volterra Systems Under Regime Switching With Jumps
Filomat
Mathematics
The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications
Journal of Mathematical Analysis and Applications
Applied Mathematics
Analysis
Multiscale Stochastic Reaction–Diffusion Algorithms Combining Markov Chain Models With Stochastic Partial Differential Equations
Bulletin of Mathematical Biology
Genetics
Pharmacology
Molecular Biology
Environmental Science
Biochemistry
Biological Sciences
Mathematics
Immunology
Computational Theory
Agricultural
Neuroscience