4 papers
Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
Antoine-Marie Bogso, Olivier Menoukeu Pamen, Frank Proske
We prove the existence of a unique Malliavin differentiable strong solution to a stochastic differential equation on the plane with merely integrable coefficients driven by the fra…
Impact of imperfect vaccine, vaccine trade-off and population turnover on infectious disease dynamics
Hetsron L. Nyandjo-Bamen, Jean Marie Ntaganda, Aurelien Tellier +1
Vaccination is essential for the management of infectious diseases, many of which continue to pose devastating public health and economic challenges across the world. However, many…
Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information
Olivier Menoukeu Pamen
This paper presents three versions of maximum principle for a stochastic optimal control problem of Markov regime-switching forward-backward stochastic differential equations with…
A Maximum Principle for Markov Regime-Switching Forward Backward Stochastic Differential Games and Applications
Olivier Menoukeu Pamen, Romual Herve Momeya
In this paper, we present an optimal control problem for stochastic differential games under Markov regime-switching forward-backward stochastic differential equations with jumps a…