Youssef Ouknine

1.6k citations

107 papers · 804 indexed · h-index 15

Co-authors: David Nualart Saïd Hamadène Khaled Bahlali Khalifa Es-Sebaiy El Hassan Essaky M. Hassani Marek Rutkowski Marie-Claire Quenez
Topics: Stochastic processes and financial applications (101 papers)Financial Risk and Volatility Modeling (25 papers)Advanced Mathematical Modeling in Engineering (19 papers)
Cited by: Finance Modeling and Simulation Mathematical Physics
Journals: SHILAP Revista de lepidopterologíaJournal of Mathematical Analysis and Applications The Annals of Probability
Partner nations: Morocco France Senegal

In The Last Decade

Youssef Ouknine

93 papers receiving 744 citations

Peers

Countries citing papers authored by Youssef Ouknine

Since Specialization

Citations

This map shows the geographic impact of Youssef Ouknine's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Youssef Ouknine with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Youssef Ouknine more than expected).

Fields of papers citing papers by Youssef Ouknine

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Youssef Ouknine. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Youssef Ouknine. The network helps show where Youssef Ouknine may publish in the future.

Co-authorship network of co-authors of Youssef Ouknine

This figure shows the co-authorship network connecting the top 25 collaborators of Youssef Ouknine. A scholar is included among the top collaborators of Youssef Ouknine based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Youssef Ouknine. Youssef Ouknine is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Optional strong semimartingale inequalities for the strong Snell envelopes 2024 ·Random Operators and Stochastic Equations ·(unknown),Youssef Ouknine	0
2	RBSDEs with optional barriers: monotone approximation 2022 ·(unknown),(unknown),Youssef Ouknine	0
3	Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale 2019 ·Stochastics ·(unknown),(unknown),Youssef Ouknine	5
4	Stochastic differential equations driven by an additive fractional Brownian sheet 2019 ·Bulletin of the Korean Mathematical Society ·(unknown),Youssef Ouknine	1
5	Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes 2016 ·HAL (Le Centre pour la Communication Scientifique Directe) ·(unknown),Khalifa Es-Sebaiy,Youssef Ouknine	41
6	Stochastic quadratic BSDE with two RCLL obstacles 2015 ·Stochastic Processes and their Applications ·El Hassan Essaky,M. Hassani,Youssef Ouknine	2
7	Solvability of some quadratic BSDEs without exponential moments 2013 ·Comptes Rendus Mathématique ·Khaled Bahlali,(unknown),Youssef Ouknine	6
8	Mutual information for stochastic differential equations driven by fractional Brownian motion 2010 ·Random Operators and Stochastic Equations ·Khalifa Es-Sebaiy,Youssef Ouknine	0
9	Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis 2010 ·Bulletin des Sciences Mathématiques ·Saïd Hamadène,M. Hassani,Youssef Ouknine	23
10	Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées 2008 ·Stochastics ·Youssef Ouknine,(unknown)	2
11	Studying anticipation on financial markets by BSDE 2006 ·Random Operators and Stochastic Equations ·(unknown),(unknown),Youssef Ouknine	2
12	Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient 2002 ·Random Operators and Stochastic Equations ·Khaled Bahlali,El Hassan Essaky,Youssef Ouknine	8
13	Infinite dimensional BSDE with jumps 2002 ·Stochastic Analysis and Applications ·M. Hassani,Youssef Ouknine	8
14	Regularization of differential equations by fractional noise 2002 ·Stochastic Processes and their Applications ·David Nualart,Youssef Ouknine	92
15	Multivalued SPDEs driven by additive space—time white noise and additive white noise 2001 ·Random Operators and Stochastic Equations ·(unknown),Youssef Ouknine	0
16	Probabilistic interpretation for integral-partial differential equations with subdifferential operator 2001 ·Random Operators and Stochastic Equations ·(unknown),Youssef Ouknine	1
17	Backward Stochastic Differential Equations with Jumps involving a subdifferential operator 2000 ·Random Operators and Stochastic Equations ·(unknown),Youssef Ouknine	3
18	Reflected solutions of backward stochastic differential equations with distribution as terminal condition 1998 ·Random Operators and Stochastic Equations ·(unknown),Youssef Ouknine,(unknown)	1
19	Fubini-type theorem for anticipating integrals 1996 ·Random Operators and Stochastic Equations ·Youssef Ouknine	1
20	Strong comparison of solutions of one-dimensional stochastic differential equations 1990 ·Stochastic Processes and their Applications ·Youssef Ouknine,Marek Rutkowski	8

About Youssef Ouknine

Youssef Ouknine is a scholar working on Finance, Modeling and Simulation and Mathematical Physics, having authored 107 papers that have together received 804 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (101 papers), Financial Risk and Volatility Modeling (25 papers) and Advanced Mathematical Modeling in Engineering (19 papers). The work is most often cited by research in Finance (756 citations), Modeling and Simulation (112 citations) and Mathematical Physics (166 citations). Youssef Ouknine has collaborated with scholars based in Morocco, France and Senegal. Frequent co-authors include David Nualart, Saïd Hamadène, Khaled Bahlali, Khalifa Es-Sebaiy, El Hassan Essaky, M. Hassani, Marek Rutkowski, Marie-Claire Quenez, Brahim Mezerdi and Peter Imkeller. Their work appears in journals such as SHILAP Revista de lepidopterología, Journal of Mathematical Analysis and Applications and The Annals of Probability.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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