5 papers
On the time inhomogeneous skew Brownian motion
S. Bouhadou, Y. Ouknine
This paper is devoted to the construction of a solution for the "Inhomogenous skew Brownian motion" equation, which first appeared in a seminal paper by Sophie Weinryb, and recentl…
A note on -IDT processes
Antoine Hakassou, Youssef Ouknine
In this note, we introduce the notion of -IDT processes which is obtained from a slight and fundamental modification of the IDT property. Several examples of -IDT processes a…
On one-dimensional stochastic differential equations involving the maximum process
Rachid Belfadli, Said Hamadéne, Youssef Ouknine
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time…
Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord
Rachid Belfadli, Youssef Ouknine
English version of the abstract. We study path-wise uniqueness property of a class of stochastic differential equations with local time and sojourn time in the boundary. ----- Fren…
On Itô's formula for symmetric -stable Lévy process of index
Rachid Belfadli, Youssef Ouknine
We use Young integration (resp, bounded -variation theory introduced in \cite{Feng-Zhao}) to establish integration of determinate functions with respect to local time of symme…