5 citations · 5 across the 3 of their papers we have counts for
3 papers
math.PR2012
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…
math.PR2010
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…
math.PR2008★ 5 cited
Reflected Backward SDEs with General Jumps
S. Hamadene, Y. Ouknine
In the first part of this paper we give a solution for the one-dimensional reflected backward stochastic differential equation (BSDE for short) when the noise is driven by a Browni…