Ouknine youssef

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August undefined, 2024

WebBy Miryana Grigorova∗, Peter Imkeller∗, Elias Offen†, Youssef Ouknine‡, and Marie-Claire Quenez§ Humboldt University-Berlin ∗, University of Botswana †, Université Cadi Ayyad ‡, … WebJan 1, 1996 · Read "Fubini-type theorem for anticipating integrals, Random Operators and Stochastic Equations" on DeepDyve, the largest online rental service for scholarly research with thousands of academic publications available at your fingertips.

On reflected stochastic differential equations driven by reg

WebYoussef Ouknine In this work we study limit theorems for the Hopf-Cole solution of the Burgers equation when the initial value is a functional of some Gaussian processes. WebDefault Hits per Page. 10. 20 oregonlive classified login

arXiv:1812.07990v1 [math.PR] 17 Dec 2024

WebYoussef 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 … WebYoussef Ouknine (Cadi Ayyad University Mohammed VI Polytechnic University, Africa Business School) Registered: Abstract. In this paper, we introduce a specific kind of doubly reflected backward stochastic differential equations (in short DRBSDEs), defined on probability spaces equipped with general filtration that is essentially non quasi-left ... WebAU - Ouknine, Youssef AU - Tangpi, Ludovic N1 - Funding Information: Financial support from the Alexander von Humboldt Foundation under the programme financed by the German Federal Ministry of Education and Research entitled German Research Chair No. 01DG15010 is gratefully acknowledged. oregon live draw

$, Youssef Ouknine arXiv:1504.06094v2 [math.PR] 10 May 2024$

[1504.06094] Reflected BSDEs when the obstacle is not right

WebFeb 28, 2024 · Belfadli, Rachid, El Mellali, Tarik, Fakhouri, Imade and Ouknine, Youssef. " 𝕃 2-solutions of multidimensional generalized BSDEs with weak monotonicity and general … WebYoussef OUKNINE Address: National School of Applied Sciences - Marrakesh, Cadi Ayyad University, Avenue Abdelkarim Khattabi, Marrakesh, Morocco Email: [email protected] 1 … oregon live ballot measuresWebKeywords: Backward stochastic differential equation; Fixed point theorem; Martingale representation theorem; Penalization; Poisson point process; Reflecting barriers Document Type: Research Article Affiliations: 1: Département de Mathématiques, Université Cadi Ayyad Faculté des Sciences Semlalia, Marrakech, Morocco 2: Universite Mohammed V Faculté … oregonlive covid today

"WebYoussef Ouknine, Faculté des Sciences, Université Cadi Ayyad, Marrakech, Morocco Maria Alessandra Ragusa, University of Catania, Italy Ahmed Sebbar, Institut de Mathématiques, … " - Ouknine youssef

Ouknine youssef

Youssef OUKNINE Professor Professor Africa Business School ...

WebKhalifa Es-Sebaiy, Idir Ouassou and Youssef Ouknine. Estimation of the drift of fractional Brownian motion. Statistics and Probability Letters 79, 2009, 1647-1653. 3. Khalifa Es-Sebaiy and Youssef Ouknine. How rich is the class of processes which are inﬁnitely divisible with respect to time?. Statistics and Prob-ability Letters. Vol. 78, 2008 ... WebMar 2, 2003 · In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process. We prove existence and uniqueness of the solution in using penalization and the Snell envelope theory. However both methods use a …

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WebNov 1, 2002 · The work was carried out during a stay of Youssef Ouknine at the Institut de Matemàtica de la Universitat de Barcelona (IMUB). He would like to thank the IMUB for hospitality and support. Recommended articles. References. Alòs 2001. E. … WebYoussef OUKNINE, Professor Cited by 1,781 Read 201 publications Contact Youssef OUKNINE

Web4 Baadi Brahim and Ouknine Youssef • S2 is the set of all F-progressively measurable process with regulated tra- jectories φ such that: E h sup 0≤t≤T φt 2 i < ∞. • M2 is the subspace of Mloc of all martingales such that: E([M]T) < +∞. The random variable ξ is FT-measurable with values in Rd (d ≥ 1) and f : Ω × [0,T]×Rd −→ Rd is a random function … WebMiryana Grigorova & Peter Imkeller & Elias Offen & Youssef Ouknine & Marie-Claire Quenez, 2015. "Reflected BSDEs when the obstacle is not right-continuous and optimal stopping," Papers 1504.06094, arXiv.org, revised May 2024.Handle: RePEc:arx:papers:1504.06094

WebYoussef Ouknine CV. Youssef Ouknine received his PhD in mathematics from Pierre and Marie Curie University in 1987, followed by a “Doctorat d’état” from Cadi Ayyad University … WebView the profiles of people named Youssef Ouknine. Join Facebook to connect with Youssef Ouknine and others you may know. Facebook gives people the power...

WebYoussef Ouknine (Faculté des Sciences Semlalia [Marrakech] - UCA - Université Cadi Ayyad [Marrakech]) Marie-Claire Quenez (LPSM (UMR_8001) - Laboratoire de Probabilités, Statistique et Modélisation - SU - Sorbonne Université - CNRS - Centre National de la Recherche Scientifique - UPCité - Université Paris Cité)

WebMar 1, 2024 · Youssef Ouknine Marie-Claire Quenez We consider the optimal stopping problem with non-linear f-expectation (induced by a BSDE) without making any regularity … how to unlock iphone 6 using itunesWebYOUSSEF OUKNINE" Universite Cadi Ayyad´ Departement de Mathematiques, Faculte des Sciences Semlalia´´ ´ B.P. S2390 Marrakech, Maroc E-mail: [email protected] (Received April, 2001; Revised February, 2002) We establish a martingale representation formula for functionals of diffusion how to unlock iphone 6s at\u0026tWebYoussef Ouknine, Faculté des Sciences, Université Cadi Ayyad, Marrakech, Morocco Maria Alessandra Ragusa, University of Catania, Italy Ahmed Sebbar, Institut de Mathématiques, Université de Bordeaux 1, France Hari M. Srivastava, University of Victoria, British Columbia, Canada Agnieszka Świerczewska-Gwiazda, University of Warsaw, Poland oregonlive city of portland vacationWebView the profiles of people named Ouknine Youssef. Join Facebook to connect with Ouknine Youssef and others you may know. Facebook gives people the power... oregonlive ducks football recruiting 2020WebDOI: 10.1080/07362999508809392 Corpus ID: 120242793; Local times of functions of continuous semimartingales @article{Ouknine1995LocalTO, title={Local times of functions of continuous semimartingales}, author={Youssef Ouknine and Marek Rutkowski}, journal={Stochastic Analysis and Applications}, year={1995}, volume={13}, pages={211 … how to unlock iphone 6s walmart family mobileWebBy Miranay Grigoraov , Peter Imkeller y, Youssef Ouknine z, and Marie-Claire Quenez Bielefeld University , Humboldt University-Berlin y, Université Cadi Ayyad z, and Université Paris-Diderot Abstract eW consider the optimal stopping problem with non-linear f-expectation (induced by a BSDE) without making any reg- oregonlive ducks recruitingWebMost related items These are the items that most often cite the same works as this one and are cited by the same works as this one. Hilbert, Astrid & Jarni, Imane & Ouknine, Youssef, 2024.On reflected stochastic differential equations driven by regulated semimartingales oregonlive department of corrections