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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)

Markov processes

Manifestation: Random fractals and Markov Processes

Date: 2022-11-21

Organisation: Marrakech

Reflected BSDES in predictible setting and quasi stopping times

Manifestation: Linnaneus-Maghred workshop

Date: 2022-11-16

Organisation: Vaxio ( sweden)

RBSDEs with optional barriers :Monotone Approximation

Manifestation: Recent developement in stochastic analysis and applications de physique and finance

Date: 2022-10-17

Organisation: Hammamet (Tunisie)

Reflected Backward Stochastic Differential Equations in a general setting

Manifestation: https://aims.edu.gh/wp-content/uploads/sites/4/2022/05/Call-for-Applications-Poster-CMIA-2022-Revised.pdf

Date: 2022-09-01

Organisation: accra ghana

Sharp results on optimal stopping and bsdes

Manifestation: Mathematics and its applications

Date: 2022-08-29

Organisation: Accra, Ghana

Measure theory and stochastic processes

Manifestation: Cimpa Aims courses

Date: 2022-08-27

Organisation: Mbour Senegal

pacom 2022

Manifestation: Congres Panafricain 2022

Date: 2022-08-01

Organisation: Congo Brazzaville

Reflected BSDES in predictible setting and quasi stopping times

Manifestation: Congres Panafricain 2022

Date: 2022-08-01

Organisation: Congo Brazzaville

Theorie generale des processus et calcul stochastiuqe

Manifestation: ÉCOLE MATHÉMATIQUE AFRICAINE : « GÉOMÉTRIE DE L’INFORMATION ET ANALYSE STOCHASTIQUE »

Date: 2021

Organisation: Institut de Mathématiques et de Sciences Physiques (IMSP) Université d’Abomey-Calavi (UAC)