57 citations · 135 across the 37 of their papers we have counts for
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Strong envelope and strong supermartingale: application to reflected bsdes
Soufiane Aazizi, Youssef Ouknine
We provide several characterizations to identify Strong envelop (for bounded measurable process) and Strong super-martingale (for non-negative right upper semi-continuous process o…
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
M. Benabdallah, S. Bouhadou, Y. Ouknine
We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uni…
On semimartingale local time inequalities and applications in SDE's
M. Benabdallah, S. Bouhadou, Y. Ouknine
Using the balayage formula, we prove an inequality between the measures associated to local times of semimartingales. Our result extends the "comparison theorem of local times" of…
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter >1/2
Mamadou Abdoul Diop, Youssef Ouknine
Given a fractional Brownian motion \,\,,\, with Hurst parameter \,\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\in…
Stochastic Quadratic BSDE With Two RCLL Obstacles
E. H. Essaky, M. Hassani, Y. Ouknine
We study the problem of existence of solutions for generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under weaker assumptions on…
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
Rachid Belfadli, Khalifa Es-Sebaiy, Youssef Ouknine
We consider the parameter estimation problem for the non-ergodic fractional Ornstein-Uhlenbeck process defined as , with a parameter , where is…