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Number of items: 10.


Henshaw, Kira ORCID: 0000-0002-9018-7993, Constantinescu, Corina ORCID: 0000-0002-5219-3022 and Menoukeu Pamen, Olivier
(2020) Lonely hearts: the effect of spousal death on mortality. [Media]


Menoukeu Pamen, Olivier and Bogso, Antoine
(2023) Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts. Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics.


Menoukeu Pamen, Olivier
(2018) On some applications of Sobolev flows of SDEs with unbounded drift coefficients. Statistics & Probability Letters, 141. pp. 114-124.


Algoulity, Mashael Abdulmain
(2021) Quadratic Backward Stochastic Differential Equations with Unbounded Coefficients and their Application. PhD thesis, University of Liverpool.


Henshaw, Kira ORCID: 0000-0002-9018-7993, Constantinescu, Corina ORCID: 0000-0002-5219-3022 and Menoukeu Pamen, Olivier
(2020) Stochastic Mortality Modelling for Dependent Coupled Lives. Risks, 8 (1). p. 17.


Menoukeu Pamen, Olivier, Bogso, Antoine and Dieye, Moustapha
(2022) Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths. Bernoulli: a journal of mathematical statistics and probability.


Menoukeu Pamen, Olivier, Babi, Akli OL and Dieye, Moustapha
(2022) Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift. Stochastic Analysis and Applications, 41 (3). pp. 545-563.


Dai, Suhang
(2018) VISCOSITY SOLUTIONS OF OPTIMAL STOPPING PROBLEMS FOR FELLER PROCESSES AND THEIR APPLICATIONS. PhD thesis, University of Liverpool.


Likibi Pellat, Rhoss, Menoukeu Pamen, Olivier ORCID: 0000-0001-9306-3155 and Ouknine, Youssef
(2022) A class of quadratic forward-backward stochastic differential equations. Journal of Mathematical Analysis and Applications, 514 (2). p. 126100.


Socgnia, Konlack and Menoukeu Pamen, Olivier
(2015) An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients. Journal of Mathematical Annalysis and Applications, 422 (1). pp. 684-711.

This list was generated on Sat Dec 16 06:06:41 2023 GMT.