Mohamed Erraoui

Available identifiers

zbMath Open erraoui.mohamedMaRDI QIDQ450171

List of research outcomes

Publication	Date of Publication	Type
Cameron--Martin Type Theorem for a Class of non-Gaussian Measures	2023-12-25	Paper
On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion	2023-08-07	Paper
Fractional Brownian motion with deterministic drift: How critical is drift regularity in hitting probabilities	2023-06-19	Paper
Images of fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior	2022-10-21	Paper
The stein characterization ofM-Wright distributions	2022-07-08	Paper
On a Lévy process pinned at random time	2022-04-19	Paper
Hausdorff dimensions and Hitting probabilities for some general Gaussian processes	2021-12-07	Paper
Hitting probabilities for fractional Brownian motion with deterministic drift	2021-12-03	Paper
On an Extension of the Brownian Bridge with Applications in Finance	2021-10-04	Paper
Bridges with random length: gamma case	2020-05-19	Paper
L\'evy bridges with random length	2019-05-30	Paper
Bridges with random length: Gaussian-Markovian case	2019-02-07	Paper
Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion	2018-11-17	Paper
Singularity of generalized grey Brownian motions with different parameters	2018-10-09	Paper
Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise	2018-09-04	Paper
Mixed stochastic differential equations: existence and uniqueness result	2018-08-16	Paper
Generalized grey Brownian motion local time: existence and weak approximation	2015-07-29	Paper
Stochastic differential equations driven by generalized grey noise	2014-12-04	Paper
Remarks on the feedback stabilization of system affine in control	2014-08-07	Paper
On the Bounded Variation of the Flow of Stochastic Differential Equation	2012-09-21	Paper
Fubini theorem for multiparameter stable process	2012-09-13	Paper
The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes	2012-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q3078237	2011-02-18	Paper
On identities in law for some functionals of Lévy processes	2010-06-10	Paper
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations	2010-04-26	Paper
Canonical Representation for Gaussian Processes	2009-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q3182972	2009-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q3520968	2008-08-26	Paper
Noncanonical representation with an infinite-dimensional orthogonal complement	2008-08-08	Paper
Equivalence of Volterra processes: Degenerate case	2008-03-26	Paper
A noncanonical representation of the Brownian sheet	2008-03-06	Paper
Probabilistic representation of heat equation of convolution type	2007-05-29	Paper
Stochastic Convolution-Type Heat Equations with Nonlinear Drift	2007-02-15	Paper
Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise	2005-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4818388	2004-09-28	Paper
Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet	2004-03-01	Paper
Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces	2003-01-07	Paper
Solution and reflected solutions of FSDEs with generalized Wiener functional approach	2001-07-11	Paper
Robustness of stochastic semilinear system	2000-09-18	Paper
Robustness of exponential stability of nonlinear stochastic systems	2000-07-12	Paper
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients	1999-09-02	Paper
Reflected solutions of backward stochastic differential equations with distribution as terminal condition	1999-09-02	Paper
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection	1999-06-01	Paper
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients	1998-08-24	Paper
Backward stochastic differential equations with distribution as terminal condition	1998-06-14	Paper
Théorèmes limites pour les équations différentielles stochastiques anticipatives	1997-04-09	Paper
On the convergence of the Lie-Trotter formula for stochastic differential equations	1997-01-05	Paper
Approximation des équations différentielles stochastiques par des équations à retard	1995-09-21	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Mohamed Erraoui