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20082025
most citedPath-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

4 citations · 17 across the 15 of their papers we have counts for

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math.PR2024

Time discretization of Quadratic Forward-Backward SDEs with singular drifts

Rhoss Likibi Pellat, Emmanuel Che Fonka, Olivier Menoukeu Pamen

We investigate the convergence rate for the time discretization of a class of quadratic backward SDEs -- potentially involving path-dependent terminal values -- when coupled with n…

q-fin.RM2024★ 1 cited

Quantifying socio-temporal effects of loan delinquency drivers in microfinance

Cedric H. A. Koffi, Viani Biatat Djeundje, Olivier Menoukeu Pamen

We develop and evaluate a family of discrete-time logit-link (LLink) models, including fixed-effects and frailty extensions, to quantify associations between socio-temporal factors…