Youssef Ouknine

Regularization of differential equations by fractional noise

David Nualart, Youssef Ouknine · Stochastic Processes and their Applications · 2002 · 159 citations

Fractional Stochastics, Fractional Noise, Fractional Dynamic +1

Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle

Saïd Hamadène, Youssef Ouknine · Electronic Journal of Probability · 2003 · 117 citations · Full text

Stochastic Hybrid System, Engineering, Stochastic Processes +12

Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes

Mohamed El Machkouri, Khalifa Es-Sebaiy, Youssef Ouknine · HAL (Le Centre pour la Communication Scientifique Directe) · 2016 · 73 citations

Multivariate Stochastic Volatility, Engineering, Stochastic Processes +8

Reflected Backward SDEs with General Jumps

Saïd Hamadène, Youssef Ouknine · Theory of Probability and Its Applications · 2016 · 63 citations

Engineering, Physics, General Jumps +11

Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

Rachid Belfadli, Khalifa Es-Sebaiy, Youssef Ouknine · arXiv (Cornell University) · 2011 · 56 citations · Full text

Fractional Brownian Motion, Parameter Estimation Problem, Engineering +8