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researcher

Olivier Menoukeu-Pamen

8 papers hereh-index 7209 citations33 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author4
  • last author1

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.OC3

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedViscosity Solution for Optimal Stopping Problems of Feller Processes

4 citations · 8 across the 6 of their papers we have counts for

collaborators
Showing 2018 · math.OCShow all

1 paper · 2 filters

math.OC2018★ 4 cited

Viscosity Solution for Optimal Stopping Problems of Feller Processes

Suhang Dai, Olivier Menoukeu-Pamen

We study an optimal stopping problem when the state process is governed by a general Feller process. In particular, we examine viscosity properties of the associated value function…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.