WebBy Miryana Grigorova∗, Peter Imkeller∗, Elias Offen†, Youssef Ouknine‡, and Marie-Claire Quenez§ Humboldt University-Berlin ∗, University of Botswana †, Université Cadi Ayyad ‡, … 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)
Optimal stopping with f -expectations: the irregular case
WebRegularization of differential equations by fractional noise. David Nualart and Youssef Ouknine. Stochastic Processes and their Applications, 2002, vol. 102, issue 1, 103-116 . Abstract: Let {BtH,t[set membership, variant][0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the existence and uniqueness of a strong solution for a … deer snack sticks recipe
WebMost 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 WebYoussef 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 WebBy 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- fedmall nsn search