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4 papers · 2 filters
The Stein Characterization of -Wright Distributions
José Luís da Silva, Mohamed Erraoui
In this paper use the Stein method to characterize the -Wright distribution and its symmetrization. The Stein operator is associated with the general Airy equa…
-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine
In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random mea…
Doubly Reflected BSDEs and -Dynkin games: beyond the right-continuous case
Miryana Grigorova, Peter Imkeller, Youssef Ouknine +1
We formulate a notion of doubly reflected BSDE in the case where the barriers and do not satisfy any regularity assumption and with a general filtration. Under a technical…
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
Oussama El Barrimi, Youssef Ouknine
Our aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the path…