Raouf Ghomrasni

Available identifiers

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 stable \(\left( {1 \over 2} \right)\) distribution	2001-11-05	Paper

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