Y. Ouknine

Finance · 2002–2016

A researcher in the Science corpus: 6 papers; trusts 18 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 42 citations into it; #2,910 of 10,518 by trust here, #5,336 by citations
• Management Science and Operations Research — 18 citations into it
• Demography — 15 citations into it
• Economics and Econometrics — 11 citations into it; #19,013 of 23,481 by trust here, #19,308 by citations
• Mathematical Physics — 8 citations into it; #2,948 of 8,562 by trust here, #5,794 by citations

Whom Y. Ouknine trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yaozhong Hu
2. Marie Claire Quenez
3. David Nualart
4. I. Mendy
5. Shige Peng
6. M. Kobylanski
7. Agnès Sulem
8. Ciprian A. Tudor
9. Marina L. Kleptsyna

Who trusts Y. Ouknine overall

1. Lucio Galeati
2. Khoa Le
3. Ciprian A. Tudor
4. Frederi G. Viens
5. Massimiliano Gubinelli
6. Khalifa Es-Sebaiy

Papers from Y. Ouknine's perspective

Ordered by how strongly the researchers Y. Ouknine trusts endorse each paper. Same corpus, a different order for every researcher.

1. Integration questions related to fractional Brownian motion
2. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
3. Parameter estimation for fractional Ornstein–Uhlenbeck processes
4. Statistical aspects of the fractional stochastic calculus
5. Statistics of Random Processes Ii: Applications
6. Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions
7. Parameter estimation for some non-recurrent solutions of SDE
8. Optimal Stopping for Dynamic Convex Risk Measures
9. Optimal derivatives design under dynamic risk measures
10. Statistical Inference for Ergodic Diffusion Processes

Their papers

• Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case (2011) — 83 citations
• Optimal stopping with f-expectations: The irregular case (2016) — 61 citations
• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (2015) — 89 citations
• Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (2015) — 81 citations
• On limiting values of stochastic differential equations with small noise intensity tending to zero (2009) — 48 citations
• Regularization of differential equations by fractional noise (2002) — 208 citations