57 citations · 135 across the 37 of their papers we have counts for
41 papers
On the Besov-Orlicz path regularity of some Gaussian processes
Rachid Belfadli, Brahim Boufoussi, Youssef Ouknine
In this paper, we rely on the additive decomposition in law satisfied by a class of stochastic processes, combined with the well-known regulariy properties of fractional Brownian m…
Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets
Rachid Belfadli, Youssef Ouknine, Ercan Sönmez
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fract…
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…
Intrinsic regularization by noise for mean field games
François Delarue, Youssef Ouknine
The purpose of this article is to show that an intrinsic noise with values in the space of probability measures may force uniqueness to first order…
Optimal Stopping Under Model Uncertainty in a General Setting
Ihsan Arharas, Siham Bouhadou, Astrid Hilbert +1
We consider the optimal stopping time problem under model uncertainty $R(v)= {\text{ess}\sup\limits}_{ \mathbb{P} \in \mathcal{P}} {\text{ess}\sup\limits}_{τ\in \mathcal{S}_v} E^\m…
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers
Astrid Hilbert, Imane Jarni, Youssef Ouknine
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show tha…