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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)

Théorie générale des processus et calcul stochastique

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), Pour plus d’informations https://sites.google.com/imsp-uac.org/emagias

General theory of stochastic processes

Manifestation: ABS CIMPA School 2021 for Finance & Operation Research ...

Date: 2021

Organisation: ABS UM6P Benguerir

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)

Multidimensional bsdes with mixed reflections and balance sheet optimal switching problem

Manifestation: Springer Verlag (Germany): Computer Proceedings

Date: 2020

Organisation: 12143 LNCS

Topics on BSDE with irregular obstacles

Manifestation: Analyse stochastique et applications

Date: 2019

Organisation: SAIDA Algerie

Reflected BSDE and limit theorems

Manifestation: STOCHASTIC ANALYSIS, FINANCIAL AND INSURANCE MATHEMATICS (SAFIM) WORKSHOP

Date: 2018

Organisation: https://gh.nexteinstein.org/wp-content/uploads/sites/15/2018/04/SAFIM-Workshop-with-School_Call-for-Application.pdf

Reflected BSDEs with predictable setting

Manifestation: Stochastic and Computational Finance,,

Date: February 20- 21, 2019

Organisation: United Arab Emirates University, Al-Ain, United Arab Emirates.