Raouf Ghomrasni

Available identifiers

zbMath Open ghomrasni.raoufMaRDI QIDQ196137

List of research outcomes

Publication	Date of Publication	Type
The play operator, the truncated variation and the generalisation of the Jordan decomposition	2015-03-13	Paper
Integral and local limit theorems for level crossings of diffusions and the Skorohod problem	2014-02-14	Paper
Comment on ``On a stopped functional for a bidimensional process by C. Makasu	2013-08-07	Paper
A generalized occupation time formula for continuous semimartingales	2011-02-25	Paper
Decomposition of Order Statistics of Semimartingales Using Local Times	2010-07-20	Paper
Local times of ranked continuous semimartingales	2008-08-22	Paper
Some limit theorems connected with Brownian local time	2007-03-19	Paper
On distributions associated with the generalized Levys stochastic area formula	2005-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4473010	2004-07-07	Paper
An extension of Seshadri's identities for Brownian motion	2003-05-07	Paper
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options	2002-02-17	Paper
AFFINE RANDOM EQUATIONS AND THE TABLE (1 2) DISTRIBUTION	2001-11-05	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Raouf Ghomrasni