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Menoukeu Pamen, O
(2017)
Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information.
Journal of Optimization Theory and Applications.
Menoukeu Pamen, O
(2017)
Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information.
Journal of Optimization Theory and Applications, 175 (2).
pp. 373-410.
Menoukeu Pamen, O and Taguchi, D
(2017)
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient.
Stochastic Processes and their Applications, 127 (8).
pp. 2542-2559.