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Informations du chercheur

Nom complet

Ouknine Youssef

Grade

PES

Spécialité

mathématiques

Thématique de recherche

processus stochastiques probabilités finance

Laboratoire

Laboratoire Ibn Al Banna de Mathématiques et applications

Établissement

Non affilié

Ouvrages (0 au total)

Aucun ouvrage disponible.

Projets (0 au total)

Aucun projet disponible.

Publications (39 au total)

Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies

Auteur: Arharas, Ihsan; Ouknine, Youssef

Revue: J. Theoret. Probab.

Année: 2024

DOI: https://doi.org/10.1007/s10959-024-01331-7

Optional strong semimartingale inequalities for the strong Snell envelopes.

Auteur: Haddadi, Mouna; Ouknine, Youssef;

Revue: . Random Operators and Stochastic Equations.

Année: 2024

DOI: https://doi.org/10.1515/rose-2024-2014

Optimal stopping in predictable setting

Auteur: Siham Bouhadou, undefined undefined, Astrid Hilbert, Youssef Ouknine, undefined undefined, undefined undefined

Revue: Probability, Uncertainty and Quantitative Risk

Année: 2023

DOI: 10.3934/puqr.2023022

A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions

Auteur: Hani Abidi, Abdelkarim Oualaid, Youssef Ouknine, Roger Pettersson

Revue: Stochastic Analysis and Applications

Année: 2023

DOI: 10.1080/07362994.2023.2203733

Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations

Auteur: Abdelkarim Oualaid, khaled Bahlali, Youssef Ouknine

Revue: Journal of Theoretical Probability

Année: 2022

DOI: 10.1007/s10959-022-01212-x

A class of quadratic forward-backward stochastic differential equations

Auteur: Rhoss Likibi Pellat, Olivier Menoukeu Pamen, Youssef Ouknine

Revue: Journal of Mathematical Analysis and Applications

Année: 2022

DOI: 10.1016/j.jmaa.2022.126100

Approximation of solutions of mean-field stochastic differential equations.

Auteur: Elbarrimi, Oussama; Ouknine, Youssef

Revue: Stochastics and Dynamics

Année: 2021

Reflected BSDEs with jumps in time-dependent convex càdlàg domains. Stochastic Process. Appl. 130 (2020), no. 11, 6515–6555. 60H10 (60H20)

Auteur: Eddahbi, M'hamed; Fakhouri, Imade; Ouknine, Youssef

Revue: Stochastic Process. Appl.

Année: 2021

An Ideal Class to Construct Solutions for Skew Brownian Motion Equations

Auteur: Fulgence Eyi Obiang, Octave Moutsinga, Youssef Ouknine

Revue: Journal of Theoretical Probability

Année: 2021

DOI: 10.1007/s10959-021-01078-5

Communications (25 au total)

reflected BSDE and dynkin Game in predictable setting

Manifestation: Workshop on Recent problems of stochastic control theory,

Date: January 27–February 02, 2019,

Organisation: Banach center, Warsaw, Polsk

bsde in general framework

Manifestation: Stochastic Analysis and Applications, 6th Linnaeus University Workshop,

Date: 6-8 June 2018,

Organisation: Växjö, Sweden.

Powerfull of general theory of stochastic processes

Manifestation: A half day meetting on honor of Pr. Hans Follmer

Date: 28 février 2019

Organisation: FSSM

RBSDE with optional barriers

Manifestation: CSA2019 - Conference in Stochastic Analysis and Applications

Date: 26-30 august 2019

Organisation: https://www.mn.uio.no/math/english/research/projects/storm/events/conferences/csaa19/Abstracts/bookofabstracts200819.pdf

stochastic calculus

Manifestation: journée en l honneur du professeur M. ERRAOUI

Date: 25 septembre 2019

Organisation: FSSM

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Manifestation: Stochastic and Deterministic Analysis for Irregular Models

Date: 2024-01-08

Organisation: CENTRE INTERNATIONAL DES RENCONTRES EN MATHEMATQUES France

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Manifestation: Conference on Mathematics and its Applications

Date: 2023-11-27

Organisation: African Institute for Mathematical Sciences Ghana

optimal stopping under model Uncertainty in a General Setting

Manifestation: The International Conference on Mathematics and applications

Date: 2022-12-2

Organisation: Fes

optimal stopping under model Uncertainty in a General Setting : historic and new results

Manifestation: seminaire du centre de maths de l UCA

Date: 2022-12-15

Organisation: Marrakech