The following pages link to Youssef Ouknine (Q351527):
Displaying 50 items.
- Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary (Q351528) (← links)
- Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments'' [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233] (Q367200) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- Generalized Snell envelope as a minimal solution of BSDE with lower barriers (Q388135) (← links)
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- Some functions transforming semimartingale into semimartingale (Q426268) (← links)
- Fubini theorem for multiparameter stable process (Q450172) (← links)
- Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness (Q502544) (← links)
- On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes (Q521963) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
- Hardy operator and Gaussian spaces (Q549020) (← links)
- A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter (Q552993) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- On countably skewed Brownian motion with accumulation point (Q894138) (← links)
- Estimation of the drift of fractional Brownian motion (Q923871) (← links)
- Noncanonical representation with an infinite-dimensional orthogonal complement (Q935825) (← links)
- On identities in law for some functionals of Lévy processes (Q975588) (← links)
- Locally periodic homogenization of reflected diffusion (Q995856) (← links)
- On limiting values of stochastic differential equations with small noise intensity tending to zero (Q1017648) (← links)
- On the asymptotic behaviour of functionals of some semimartingales (Q1202301) (← links)
- (Q1281602) (redirect page) (← links)
- Multivalued stochastic integration and backward stochastic differential inclusions (Q1281603) (← links)
- On polynomial filtration of some continuous semimartingales (Q1332887) (← links)
- Large deviations of diffusions on Besov-Orlicz spaces (Q1376550) (← links)
- A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients (Q1394562) (← links)
- Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\) (Q1397969) (← links)
- Some identities on semimartingales local times (Q1579852) (← links)
- Limit theorem for the statistical solution of Burgers equation (Q1593633) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (Q1688029) (← links)
- Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- On a SDE driven by a fractional Brownian motion and with monotone drift (Q1768214) (← links)
- Prevalence of backward stochastic differential equations with unique solution (Q1774439) (← links)
- Reflected backward stochastic differential equation with jumps and random obstacle (Q1858672) (← links)
- On the convergence of the Lie-Trotter formula for stochastic differential equations (Q1895927) (← links)
- On the approximation of the solution of an anticipating stochastic differential equation (Q1969339) (← links)
- Stability of stochastic differential equations driven by multifractional Brownian motion (Q2042917) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- An ideal class to construct solutions for skew Brownian motion equations (Q2135195) (← links)
- A class of quadratic forward-backward stochastic differential equations (Q2147795) (← links)
- RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- On reflected stochastic differential equations driven by regulated semimartingales (Q2216980) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
