M. Erraoui

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fractional Brownian motion with deterministic drift: fractal codimension formulae Electronic Journal of Probability	2025-11-24	Paper
Fractional Brownian motion with deterministic drift: how critical is drift regularity in hitting probabilities Mathematical Proceedings of the Cambridge Philosophical Society	2025-03-12	Paper
Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations Forum Mathematicum	2025-02-14	Paper
Cameron–Martin type theorem for a class of non-Gaussian measures Stochastic Analysis and Applications	2025-01-22	Paper
Reflected stochastic differential equations driven by standard and fractional Brownian motion Stochastics and Dynamics	2024-08-13	Paper
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 Theory of Probability & Its Applications	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 Mathematical Proceedings of the Cambridge Philosophical Society	2022-10-21	Paper
The Stein characterization of \(M\)-Wright distributions Stochastics	2022-07-08	Paper
On a Lévy process pinned at random time Forum Mathematicum	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 Journal of Theoretical Probability	2020-05-19	Paper
L\'evy bridges with random length	2019-05-30	Paper
Bridges with random length: Gaussian-Markovian case (available as arXiv preprint)	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 Stochastic Analysis and Applications	2018-10-09	Paper
Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise Stochastics	2018-09-04	Paper
Mixed stochastic differential equations: existence and uniqueness result Journal of Theoretical Probability	2018-08-16	Paper
Generalized grey Brownian motion local time: existence and weak approximation Stochastics	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 European Journal of Control	2014-08-07	Paper
On the bounded variation of the flow of stochastic differential equation Stochastic Differential Equations and Processes	2012-09-21	Paper
Fubini theorem for multiparameter stable process Journal of the Egyptian Mathematical Society	2012-09-13	Paper
The -dependence of stochastic differential equations driven by variants of -stable processes Communications in Statistics. Theory and Methods	2012-06-08	Paper
Convolution equation: solution and probabilistic representation	2011-02-18	Paper
On identities in law for some functionals of Lévy processes African Diaspora Journal of Mathematics	2010-06-10	Paper
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations Theory of Probability & Its Applications	2010-04-26	Paper
Canonical representation for Gaussian processes Lecture Notes in Mathematics	2009-12-18	Paper
scientific article; zbMATH DE number 5617339 (Why is no real title available?)	2009-10-16	Paper
Generalized fractional evolution equation	2008-08-26	Paper
Noncanonical representation with an infinite-dimensional orthogonal complement Statistics & Probability Letters	2008-08-08	Paper
Equivalence of Volterra processes: Degenerate case Statistics & Probability Letters	2008-03-26	Paper
A noncanonical representation of the Brownian sheet African Diaspora Journal of Mathematics	2008-03-06	Paper
Probabilistic representation of heat equation of convolution type Random Operators and Stochastic Equations	2007-05-29	Paper
Stochastic Convolution-Type Heat Equations with Nonlinear Drift Stochastic Analysis and Applications	2007-02-15	Paper
Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise Stochastics and Stochastic Reports	2005-02-28	Paper
scientific article; zbMATH DE number 2104025 (Why is no real title available?)	2004-09-28	Paper
Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet Stochastics and Dynamics	2004-03-01	Paper
Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces Stochastic Analysis and Applications	2003-01-07	Paper
Solution and reflected solutions of forward SDEs with generalized Wiener functional approach Random Operators and Stochastic Equations	2001-07-11	Paper
Robustness of stochastic semilinear system Stochastics and Stochastic Reports	2000-09-18	Paper
Robustness of exponential stability of nonlinear stochastic systems Random Operators and Stochastic Equations	2000-07-12	Paper
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients Random Operators and Stochastic Equations	1999-09-02	Paper
Reflected solutions of backward stochastic differential equations with distribution as terminal condition Random Operators and Stochastic Equations	1999-09-02	Paper
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection Annales Mathématiques Blaise Pascal	1999-06-01	Paper
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection Annales Mathématiques Blaise Pascal	1999-06-01	Paper
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients Random Operators and Stochastic Equations	1998-08-24	Paper
Backward stochastic differential equations with distribution as terminal condition Random Operators and Stochastic Equations	1998-06-14	Paper
Théorèmes limites pour les équations différentielles stochastiques anticipatives Stochastics and Stochastic Reports	1997-04-09	Paper
On the convergence of the Lie-Trotter formula for stochastic differential equations Annales Mathématiques Blaise Pascal	1997-01-05	Paper
On the convergence of the Lie-Trotter formula for stochastic differential equations Annales Mathématiques Blaise Pascal	1997-01-05	Paper
Approximation des équations différentielles stochastiques par des équations à retard Stochastics and Stochastic Reports	1995-09-21	Paper

Research outcomes over time

This page was built for person: M. Erraoui