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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)

reflected BSDE and dynkin Game in predictable setting

Manifestation: Workshop on Recent problems of stochastic control theory,

Date: January 27–February 02, 2019,

Organisation: Banach center, Warsaw, Polsk

bsde in general framework

Manifestation: Stochastic Analysis and Applications, 6th Linnaeus University Workshop,

Date: 6-8 June 2018,

Organisation: Växjö, Sweden.

Powerfull of general theory of stochastic processes

Manifestation: A half day meetting on honor of Pr. Hans Follmer

Date: 28 février 2019

Organisation: FSSM

RBSDE with optional barriers

Manifestation: CSA2019 - Conference in Stochastic Analysis and Applications

Date: 26-30 august 2019

Organisation: https://www.mn.uio.no/math/english/research/projects/storm/events/conferences/csaa19/Abstracts/bookofabstracts200819.pdf

stochastic calculus

Manifestation: journée en l honneur du professeur M. ERRAOUI

Date: 25 septembre 2019

Organisation: FSSM

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Manifestation: Stochastic and Deterministic Analysis for Irregular Models

Date: 2024-01-08

Organisation: CENTRE INTERNATIONAL DES RENCONTRES EN MATHEMATQUES France

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Manifestation: Conference on Mathematics and its Applications

Date: 2023-11-27

Organisation: African Institute for Mathematical Sciences Ghana

optimal stopping under model Uncertainty in a General Setting

Manifestation: The International Conference on Mathematics and applications

Date: 2022-12-2

Organisation: Fes

optimal stopping under model Uncertainty in a General Setting : historic and new results

Manifestation: seminaire du centre de maths de l UCA

Date: 2022-12-15

Organisation: Marrakech