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Youssef Ouknine · Study
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Author
Youssef Ouknine
19 works
· latest 2019
· 1 institutions
cluster: provisional
ORCID 0000-0002-6081-6111
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19
Citations
1,047
Works here
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Most cited in this library
Regularization of differential equations by fractional noise
2002 · 170 citations
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
2003 · 124 citations
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
2017 · 82 citations
Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes
2016 · 75 citations
Reflected Backward SDEs with General Jumps
2016 · 65 citations
Works
19 shown
Optimal stopping with f -expectations: The irregular case
Stochastic Processes and their Applications
·
2019
·
4 authors
·
Open access
49
citations
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
The Annals of Applied Probability
·
2017
·
5 authors
·
Open access
82
citations
Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
The Annals of Probability
·
2017
·
3 authors
39
citations
Reflected BSDEs when the obstacle is not right-continuous in a general filtration
Latin American Journal of Probability and Mathematical Statistics
·
2017
·
2 authors
·
Open access
26
citations
Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes
HAL
·
2016
·
3 authors
75
citations
Reflected Backward SDEs with General Jumps
Theory of Probability and Its Applications
·
2016
·
2 authors
·
Open access
65
citations
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
arXiv (Cornell University)
·
2011
·
3 authors
·
preprint
·
Open access
55
citations
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
Bulletin des Sciences Mathématiques
·
2010
·
3 authors
·
Open access
36
citations
Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
Stochastic Analysis and Applications
·
2005
·
3 authors
26
citations
REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
Stochastics and Dynamics
·
2004
·
2 authors
51
citations
Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
Stochastics and Dynamics
·
2003
·
3 authors
40
citations
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Electronic Journal of Probability
·
2003
·
2 authors
·
Open access
124
citations
Stochastic Differential Equations with Additive Fractional Noise and Locally Unbounded Drift
Birkhäuser Basel eBooks
·
2003
·
2 authors
·
chapter
33
citations
On a SDE driven by a fractional Brownian motion and with monotone drift
Electronic Communications in Probability
·
2003
·
2 authors
·
Open access
26
citations
Regularization of differential equations by fractional noise
Stochastic Processes and their Applications
·
2002
·
2 authors
·
Open access
170
citations
Backward stochastic differential equation with local time
Stochastics and stochastics reports
·
1999
·
3 authors
28
citations
Reflected backward stochastic differential equations with jumps
Stochastics and stochastics reports
·
1998
·
1 author
51
citations
Pathwise uniqueness and approximation of solutions of stochastic differential equations
Lecture notes in mathematics
·
1998
·
3 authors
·
chapter
36
citations
“Skew-Brownian Motion” and Derived Processes
Theory of Probability and Its Applications
·
1991
·
1 author
35
citations