YO
Youssef Ouknine
math.PRmath.OCmath.STq-fin.CPstat.THq-fin.RM
On Valency
published · living versionsW_8hcdwsdq·v1 · currentpublished
Minimal Reflected BSDEs and Superhedging of Irregular American Claims
with Siham Bouhadou, Imade Fakhouri
1 version
Preprints & journals
50 papers in the corpus · 2008–2026Backward and reflected backward stochastic differential equations under initial enlargement of Brownian filtrations2610.18180v1 · Youssef Ouknine, Badr Elmansouri2026 · 0 citationsarXiv
Generalized reflected BSDEs with irregular obstacles driven by RCLL increasing processes on general filtered space2607.29548v1 · Badr Elmansouri, Youssef Ouknine2026 · 0 citationsarXiv
On the Besov-Orlicz path regularity of some Gaussian processes2605.07571v1 · Rachid Belfadli, Brahim Boufoussi, Youssef Ouknine2026 · 0 citationsarXiv
Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets2603.07628v2 · Rachid Belfadli, Youssef Ouknine, Ercan Sonmez2026 · 0 citationsJournal of Theoretical Probability (2026)
Multivalued backward stochastic differential equations with jumps and moving boundary2511.21679v1 · Badr Elmansouri, Anas Ouknine, Youssef Ouknine2025 · 0 citationsarXiv
On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes2502.19999v1 · Rachid Belfadli, Lahcen Boulanba, Youssef Ouknine2025 · 0 citationsarXiv
On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes2501.10036v2 · R. Belfadli, L. Boulanba, Y. Ouknine2025 · 0 citationsarXiv
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains2406.05807v1 · Imane Jarni, Badr Missaoui, Youssef Ouknine2024 · 0 citationsarXiv
Intrinsic regularization by noise for mean field games2401.13844v1 · Francois Delarue, Youssef Ouknine2024 · 0 citationsarXiv
Optimal Stopping Under Model Uncertainty in a General Setting2303.16847v2 · Ihsan Arharas, Siham Bouhadou, Astrid Hilbert et al.2023 · 0 citationsarXiv
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers2202.12862v1 · Astrid Hilbert, Imane Jarni, Youssef Ouknine2022 · 2 citationsarXiv
Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies2107.08136v3 · Ihsan Arharas, Youssef Ouknine2021 · 1 citationarXiv
Reflected backward stochastic differential equations with optional barriers: monotone approximation2107.00707v1 · Siham Bouhadou, Astrid Hilbert, Youssef Ouknine2021 · 0 citationsarXiv
An ideal class to construct solutions for skew Brownian motion equations2005.04030v2 · Fulgence Eyi Obiang, Octave Moutsinga, Youssef Ouknine2020 · 5 citationsarXiv
Doubly Reflected BSDEs in the predictable setting1908.08076v2 · Ihsan Arharas, Siham Bouhadou, Youssef Ouknine2019 · 0 citationsarXiv
On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers1902.05838v2 · Rachid Belfadli, Imane Jarni, Youssef Ouknine2019 · 0 citationsarXiv
Reflected BSDEs when the obstacle is not right-continuous in a general filtration1812.07990v1 · Brahim Baadi, Youssef Ouknine2018 · 26 citationsALEA, Lat. Am. J. Probab. Math. Stat. 14, 201-218 (2017)
Optimal Stopping in General Predictable Framework1812.01759v1 · Siham Bouhadou, Youssef Ouknine2018 · 1 citationarXiv
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting1811.00695v2 · S. Bouhadou, Y. Ouknine2018 · 3 citationsarXiv
Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients1712.08237v2 · Olivier Menoukeu-Pamen, Youssef Ouknine, Ludovic Tangpi2017 · 3 citationsarXiv
-solutions of generalized BSDEs with jumps and monotone generator in a general filtration1704.02132v1 · M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine2017 · 11 citationsModern Stochastics: Theory and Applications 2017, Vol. 4, No. 1, 25-63
Doubly Reflected BSDEs and -Dynkin games: beyond the right-continuous case1704.00625v3 · Miryana Grigorova, Peter Imkeller, Youssef Ouknine et al.2017 · 8 citationsarXiv
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness1701.01244v1 · Oussama El Barrimi, Youssef Ouknine2017 · 5 citationsModern Stochastics: Theory and Applications 2016, Vol. 3, No. 4, 303-313
Optimal stopping with f -expectations: the irregular case1611.09179v5 · Miryana Grigorova, Peter Imkeller, Youssef Ouknine et al.2016 · 49 citationsarXiv
Large deviation for lasso diffusion process1610.00194v1 · Azzouz Dermoune, Khalifa Es-Sebaiy, Youssef Ouknine2016 · 0 citationsarXiv
Some contributions to the study of stochastic processes of the classes and 1508.05775v2 · Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga et al.2015 · 0 citationsarXiv
Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes1507.00802v2 · Mohamed El Machkouri, Khalifa Es-Sebaiy, Youssef Ouknine2015 · 75 citationsarXiv
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping1504.06094v2 · Miryana Grigorova, Peter Imkeller, Elias Offen et al.2015 · 83 citationsThe Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2017
A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients1502.04915v1 · Khaled Bahlali, Antoine Hakassou, Youssef Ouknine2015 · 12 citationsarXiv
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains1501.05896v1 · Imade Fakhouri, Youssef Ouknine, Yong Ren2015 · 10 citationsarXiv
On the study of processes of classes and 1407.3728v2 · Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga2014 · 0 citationsarXiv
Quadratic BSDEs with --terminal data Existence results, Krylov's estimate and Itô--Krylov's formula1402.6596v2 · Khaled Bahlali, M'hamed Eddahbi, Youssef Ouknine2014 · 0 citationsarXiv
On countably skewed Brownian motion with accumulation point1308.0441v2 · Youssef Ouknine, Francesco Russo, Gerald Trutnau2013 · 17 citationsarXiv
Generalized Snell Envelope as a Minimal Solution of BSDE With Lower Barriers1210.5876v1 · E. H. Essaky, M. Hassani, Y. Ouknine2012 · 3 citationsarXiv
New classes of processes in stochastic calculus for signed measures1207.2281v1 · Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga2012 · 8 citationsarXiv
On the time inhomogeneous skew Brownian motion1204.0718v2 · S. Bouhadou, Y. Ouknine2012 · 22 citationsarXiv
A note on -IDT processes1203.0874v3 · Antoine Hakassou, Youssef Ouknine2012 · 1 citationarXiv
IDT processes and associated Lévy processes1203.0897v3 · Antoine Hakassou, Youssef Ouknine2012 · 6 citationsInternational Journal of Probability and Stochastic Processes, 85:6, 1073-1111, 2013
Strong envelope and strong supermartingale: application to reflected bsdes1112.0255v2 · Soufiane Aazizi, Youssef Ouknine2011 · 3 citationsarXiv
On semimartingale local time inequalities and applications in SDE's1108.4003v2 · M. Benabdallah, S. Bouhadou, Y. Ouknine2011 · 0 citationsarXiv
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps1108.4016v1 · M. Benabdallah, S. Bouhadou, Y. Ouknine2011 · 10 citationsarXiv
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter >1/21107.3790v1 · Mamadou Abdoul Diop, Youssef Ouknine2011 · 0 citationsStatistics and Probability letters 81(2011)
Stochastic Quadratic BSDE With Two RCLL Obstacles1103.5373v1 · E. H. Essaky, M. Hassani, Y. Ouknine2011 · 5 citationsarXiv
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case1102.5491v1 · Rachid Belfadli, Khalifa Es-Sebaiy, Youssef Ouknine2011 · 55 citationsarXivon Valency
Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord1003.5781v1 · Rachid Belfadli, Youssef Ouknine2010 · 0 citationsarXiv
On one-dimensional stochastic differential equations involving the maximum process1003.5844v1 · Rachid Belfadli, Said Hamad'ene, Youssef Ouknine (12010 · 19 citationsStochastics and Dynamics 2009, Vol. 9, No. 2, 277-292
On Itô's formula for symmetric $\alpha $-stable Lévy process of index $1<\alpha\leq 2 $1003.5367v2 · Rachid Belfadli, Youssef Ouknine2010 · 0 citationsarXiv
Estimation of the drift of fractional Brownian motion0905.1419v1 · Es-Sebaiy Khalifa (SAMOS), Idir Ouassou, Youssef Ouknine2009 · 16 citationsStatistics & Probability Letters (2009) 8
Reflected Backward SDEs with General Jumps0812.3965v2 · S.Hamadene, Y.Ouknine2008 · 66 citationsarXiv
Occupation densities for certain processes related to fractional Brownian motion0801.3314v1 · Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine et al.2008 · 4 citationsarXiv
Career total: 229 works. 50 are in this corpus.
Profile built from the corpus for this byline.
Author records are still filling in while the Hub is in alpha. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.