1 citations · 1 across the 8 of their papers we have counts for
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Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
Imane Jarni, Badr Missaoui, Youssef Ouknine
In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are càdlàg with respect…
Large deviation for lasso diffusion process
Azzouz Dermoune, Khalifa Es-Sebaiy, Youssef Ouknine
The aim of the present paper is to extend the large deviation with discontinuous statistics studied in \cite{BDE} to the diffusion $d\mathbf{x}^\varepsilon = -\{\mathbf{A}^\top (\m…
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
Imade Fakhouri, Youssef Ouknine, Yong Ren
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson p…
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…