| Regularization of differential equations by fractional noise D Nualart, Y Ouknine Stochastic Processes and their Applications 102 (1), 103-116, 2002 | 225 | 2002 |
| Reflected backward stochastic differential equation with jumps and random obstacle S Hamadène, Y Ouknine | 170 | 2003 |
| Parameter estimation for fractional Ornstein-Uhlenbeck processes: non-ergodic case R Belfadli, K Es-Sebaiy, Y Ouknine Frontiers in Science and Engineering, 1-16, 2011 | 95 | 2011 |
| Least squares estimator for non-ergodic Ornstein–Uhlenbeck processes driven by Gaussian processes M El Machkouri, K Es-Sebaiy, Y Ouknine Journal of the Korean Statistical Society 45 (3), 329-341, 2016 | 86 | 2016 |
| Reflected BSDEs when the obstacle is not right-continuous and optimal stopping M Grigorova, P Imkeller, E Offen, Y Ouknine, MC Quenez | 80 | 2017 |
| Reflected backward stochastic differential equations with jumps Y Ouknine Stochastics: An International Journal of Probability and Stochastic …, 1998 | 67 | 1998 |
| Regularization of quasilinear heat equations by a fractional noise D Nualart, Y Ouknine Stochastics and Dynamics 4 (02), 201-221, 2004 | 63 | 2004 |
| On limiting values of stochastic differential equations with small noise intensity tending to zero R Buckdahn, Y Ouknine, M Quincampoix Bulletin des sciences mathematiques 133 (3), 229-237, 2009 | 54 | 2009 |
| Optimal stopping with f-expectations: the irregular case M Grigorova, P Imkeller, Y Ouknine, MC Quenez Stochastic Processes and their Applications 130 (3), 1258-1288, 2020 | 51 | 2020 |
| Reflected backward SDEs with general jumps S Hamadène, Y Ouknine Theory of Probability & Its Applications 60 (2), 263-280, 2016 | 51 | 2016 |
| Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet M Erraoui, Y Ouknine, D Nualart Stochastics and Dynamics 3 (02), 121-139, 2003 | 51 | 2003 |
| Reflected backward SDEs with general jumps S Hamadene, Y Ouknine arXiv preprint arXiv:0812.3965, 2008 | 47 | 2008 |
| Doubly Reflected BSDEs and -Dynkin games: beyond the right-continuous case M Grigorova, P Imkeller, Y Ouknine, MC Quenez | 46 | 2018 |
| Pathwise uniqueness and approximation of solutions of stochastic differential equations K Bahlali, B Mezerdi, Y Ouknine Séminaire de Probabilités XXXII, 166-187, 2006 | 46 | 2006 |
| Stochastic differential equations with additive fractional noise and locally unbounded drift D Nualart, Y Ouknine Stochastic inequalities and applications, 353-365, 2003 | 46 | 2003 |
| Quadratic BSDE with -terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results K Bahlali, M Eddahbi, Y Ouknine | 45 | 2017 |
| “Skew-Brownian motion” and derived processes Y Ouknine Theory of Probability & Its Applications 35 (1), 163-169, 1991 | 44 | 1991 |
| Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis S Hamadène, M Hassani, Y Ouknine Bulletin des sciences mathematiques 134 (8), 874-899, 2010 | 37 | 2010 |
| On a SDE driven by a fractional Brownian motion and with monotone drift B Boufoussi, Y Ouknine | 37 | 2003 |
| Backward stochastic differential equation with local time A Dermoune, S Hamadene, Y Ouknine Stochastics and Stochastic Reports 66 (1-2), 103-119, 1999 | 35 | 1999 |
khalifa Es-SebaiyAssociate Professor, Kuwait University在 ku.edu.kw 的电子邮件经过验证
