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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)

Mean-field optimal multi-modes switching problem: a balance sheet.

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

Revue: Stochastics and Dynamics

Année: 2019

Some stability results for semilinear stochastic heat equation driven by a fractional noise.

Auteur: El Barrimi, Oussama; Ouknine, Youssef

Revue: Bull. Korean Math. Soc.

Année: 2019

Efficient and superefficient estimators of filtered Poisson process intensities.

Auteur: Alazemi, Fares; Es-Sebaiy, Khalifa; Ouknine, Youssef

Revue: Comm. Statist. Theory Methods

Année: 2019

Stochastic differential equations driven by an additive fractional Brownian sheet.

Auteur: El Barrimi, Oussama; Ouknine, Youssef

Revue: Bull. Korean Math. Soc.

Année: 2019

L2-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method.

Auteur: Fakhouri, Imade; Ouknine, Youssef

Revue: SeMA J.

Année: 2019

STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY AN ADDITIVE FRACTIONAL BROWNIAN SHEET

Auteur: Oussama El Barrimi, Youssef Ouknine

Revue: Bulletin of the Korean Mathematical Society

Année: 2019

DOI: 10.4134/BKMS.B180345

Doubly reflected BSDEs and Ef-Dynkin games: beyond the right-continuous case.

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

Revue: Electron. J. Probab.

Année: 2018

Reflected BSDEs with optional barrier in a general filtration.

Auteur: Baadi, Brahim; Ouknine, Youssef

Revue: Afrika. Mat.

Année: 2018

Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections.

Auteur: Aazizi, Soufiane; El Mellali, Tarik; Fakhouri, Imade; Ouknine, Youssef

Revue: Statist. Probab. Lett.

Année: 2018

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)