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)

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