Y. Ouknine

collaborators

3 papers

math.PR2025

Multivalued backward stochastic differential equations with jumps and moving boundary

Badr Elmansouri, Anas Ouknine, Youssef Ouknine

We prove existence and uniqueness for a one-dimensional multivalued backward stochastic differential equation with jumps. The equation involves a time-indexed family of maximal mon…

math.PR2025

On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes

Rachid Belfadli, Lahcen Boulanba, Youssef Ouknine

In this paper, we establish Malliavin differentiability and absolute continuity for $α, β$ -doubly perturbed diffusion process with parameters $α < 1$ and $β < 1$ such that $∣ ρ ∣ < 1$ , w…

math.PR2025

On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes

R. Belfadli, L. Boulanba, Y. Ouknine

In this paper, we introduce and study the convergence of new Carathéodory's approximate solution for one-dimensional $α, β$ -doubly perturbed stochastic differential equations (DPSD…