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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)

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