most citedA class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

10 citations · 16 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2015★ 10 cited

A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Khaled Bahlali, Antoine Hakassou, Youssef Ouknine

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linea…

math.PR2012★ 6 cited

IDT processes and associated Lévy processes

Antoine Hakassou, Youssef Ouknine

This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process , there exists a unique (in law) L…

math.PR2012

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…