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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)

Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting

Auteur: Ihsan Arharas, Siham Bouhadou, Youssef Ouknine

Revue: Journal of Theoretical Probability

Année: 2021

DOI: 10.1007/s10959-020-01070-5

Stability of stochastic differential equations driven by multifractional Brownian motion

Auteur: Oussama El Barrimi, Youssef Ouknine

Revue: Random Operators and Stochastic Equations

Année: 2021

DOI: 10.1515/rose-2021-2055

Stability of stochastic differential equations driven by multifractional Brownian motion

Auteur: Oussama El Barrimi◽ Youssef Ouknine

Revue: Random Operators and Stochastic Equations

Année: 2021

DOI: DOI: 10.1515/rose-2021-2055

Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting

Auteur: I. Arharas , S. Bouhadou and Y. Ouknine

Revue: Journal of Theoretical Probability

Année: 2021

DOI: DOI:10.1007/s10959-020-01070-5

An Ideal Class to Construct Solutions for Skew Brownian Motion Equations

Auteur: Fulgence Eyi Obiang , Octave Moutsinga and Youssef Ouknine

Revue: Journal of Theoretical Probability

Année: 2021

DOI: https://doi.org/10.1007/s10959-021-01078-5

BSDE

Auteur: S. Bouhadou and Y. Ouknine

Revue: Stochastics and Dynamics

Année: 2021

On reflected stochastic differential equations driven by regulated semimartingales.

Auteur: Hilbert, Astrid; Jarni, Imane; Ouknine, Youssef

Revue: Statist. Probab. Lett.

Année: 2020

On the strict value of the non-linear optimal stopping problem.

Auteur: Grigorova, Miryana; Imkeller, Peter; Ouknine, Youssef; Quenez, Marie-Claire

Revue: Electron. Commun. Probab.

Année: 2020

Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale.

Auteur: Akdim, Khadija; Haddadi, Mouna; Ouknine, Youssef

Revue: Stochastics

Année: 2020

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)