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Youssef Ouknine
Youssef Ouknine
Professor of Mathematics, Cadi Ayyad University & Mohammed VI Polytechnic University
Verified email at uca.ac.ma - Homepage
Title
Cited by
Cited by
Year
Regularization of differential equations by fractional noise
D Nualart, Y Ouknine
Stochastic Processes and their Applications 102 (1), 103-116, 2002
2192002
Reflected backward stochastic differential equation with jumps and random obstacle
S Hamadène, Y Ouknine
1692003
Parameter estimation for fractional Ornstein-Uhlenbeck processes: non-ergodic case
R Belfadli, K Es-Sebaiy, Y Ouknine
Frontiers in Science and Engineering, 1-16, 2011
962011
Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes
M El Machkouri, K Es-Sebaiy, Y Ouknine
Journal of the Korean Statistical Society 45 (3), 329-341, 2016
872016
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
M Grigorova, P Imkeller, E Offen, Y Ouknine, MC Quenez
782017
Reflected backward stochastic differential equations with jumps
Y Ouknine
Stochastics: An International Journal of Probability and Stochastic …, 1998
671998
Regularization of quasilinear heat equations by a fractional noise
D Nualart, Y Ouknine
Stochastics and Dynamics 4 (02), 201-221, 2004
632004
On limiting values of stochastic differential equations with small noise intensity tending to zero
R Buckdahn, Y Ouknine, M Quincampoix
Bulletin des sciences mathematiques 133 (3), 229-237, 2009
542009
Optimal stopping with f-expectations: the irregular case
M Grigorova, P Imkeller, Y Ouknine, MC Quenez
Stochastic Processes and their Applications 130 (3), 1258-1288, 2020
492020
Reflected backward SDEs with general jumps
S Hamadene, Y Ouknine
arXiv preprint arXiv:0812.3965, 2008
492008
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet
M Erraoui, Y Ouknine, D Nualart
Stochastics and Dynamics 3 (02), 121-139, 2003
492003
Pathwise uniqueness and approximation of solutions of stochastic differential equations
K Bahlali, B Mezerdi, Y Ouknine
Séminaire de Probabilités XXXII, 166-187, 2006
462006
Reflected backward SDEs with general jumps
S Hamadène, Y Ouknine
Theory of Probability & Its Applications 60 (2), 263-280, 2016
452016
Stochastic differential equations with additive fractional noise and locally unbounded drift
D Nualart, Y Ouknine
Stochastic inequalities and applications, 353-365, 2003
442003
“Skew-Brownian motion” and derived processes
Y Ouknine
Theory of Probability & Its Applications 35 (1), 163-169, 1991
431991
Doubly Reflected BSDEs and -Dynkin games: beyond the right-continuous case
M Grigorova, P Imkeller, Y Ouknine, MC Quenez
422018
Quadratic BSDE with -terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
K Bahlali, M Eddahbi, Y Ouknine
422017
On a SDE driven by a fractional Brownian motion and with monotone drift
B Boufoussi, Y Ouknine
372003
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
S Hamadène, M Hassani, Y Ouknine
Bulletin des sciences mathematiques 134 (8), 874-899, 2010
352010
Backward stochastic differential equation with local time
A Dermoune, S Hamadene, Y Ouknine
Stochastics and Stochastic Reports 66 (1-2), 103-119, 1999
351999
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