Rachid Belfadli

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Person:351526

Available identifiers

zbMath Open belfadli.rachidMaRDI QIDQ351526

List of research outcomes





PublicationDate of PublicationType
Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind2024-04-02Paper
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes2023-09-19Paper
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion2023-08-07Paper
\( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration2023-07-07Paper
Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind2023-02-27Paper
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean2022-08-25Paper
Berry-Ess\'een bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind2020-05-17Paper
Moderate deviations for a stochastic Burgers equation2019-10-08Paper
On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers2019-02-15Paper
Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary2013-07-08Paper
Some functions transforming semimartingale into semimartingale2012-06-11Paper
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case2011-02-27Paper
Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion2010-07-27Paper
On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2 $2010-03-28Paper
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS2009-07-22Paper
On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes2008-12-22Paper

Research outcomes over time

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