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)

A balance sheet optimal multi-modes switching problem. Afr. Mat. 31 (2020), no. 2, 219–236. 91B99 (60G40 60H10 93E20)

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

Revue: Afrika. Mat.

Année: 2020

Optimal stopping with f-expectations: the irregular case.

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

Revue: Stochastic Process. Appl.

Année: 2020

On Reflection with Two-Sided Jumps

Auteur: Imane Jarni, Youssef Ouknine

Revue: Journal of Theoretical Probability

Année: 2020

DOI: 10.1007/s10959-020-01024-x

Approximation of solutions of mean-field stochastic differential equations

Auteur: Oussama Elbarrimi, Youssef Ouknine

Revue: Stochastics and Dynamics

Année: 2020

DOI: 10.1142/s0219493721500039

Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem

Auteur: Rachid Belfadli, M’hamed Eddahbi, Imade Fakhouri, Youssef Ouknine

Revue: Lecture Notes in Computer Science

Année: 2020

DOI: 10.1007/978-3-030-50436-6_43

On reflected stochastic differential equations driven by regulated semimartingales

Auteur: Astrid Hilbert, Imane Jarni, Youssef Ouknine

Revue: Statistics & Probability Letters

Année: 2020

DOI: 10.1016/j.spl.2020.108912

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

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

Revue: Electronic Communications in Probability

Année: 2020

DOI: 10.1214/20-ecp328

On reflection with two sided jumps

Auteur: I. Jarni and Y. Ouknine

Revue: journal of theoretical probability

Année: 2020

DOI: https://link.springer.com/article/10.1007/s10959-020-01024-x

Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients.

Auteur: Menoukeu-Pamen, Olivier; Ouknine, Youssef; Tangpi, Ludovic

Revue: J. Theoret. Probab.

Année: 2019

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)