Mounir Zili

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Person:501524

Available identifiers

zbMath Open zili.mounirMaRDI QIDQ501524

List of research outcomes





PublicationDate of PublicationType
Martingales and financial mathematics in discrete time2024-09-23Paper
Mixed stochastic heat equation with fractional Laplacian and gradient perturbation2022-12-23Paper
Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise2021-09-29Paper
Fractional stochastic heat equation with piecewise constant coefficients2021-03-09Paper
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation2020-08-26Paper
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity2020-04-15Paper
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator2019-11-20Paper
One-dimensional stochastic heat equation with discontinuous conductance2019-08-13Paper
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise2018-10-11Paper
Stochastic differential equations with generalized stochastic volatility and statistical estimators2018-10-10Paper
Stochastic Analysis of Mixed Fractional Gaussian Processes2017-11-27Paper
Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion2017-08-30Paper
https://portal.mardi4nfdi.de/entity/Q29784942017-04-25Paper
https://portal.mardi4nfdi.de/entity/Q29784752017-04-25Paper
Generalized fractional Brownian motion2017-04-18Paper
SPDE with generalized drift and fractional-type noise2017-04-03Paper
On the Lamperti transform of the fractional Brownian sheet2017-01-09Paper
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility2017-01-05Paper
On the sub-mixed fractional Brownian motion2016-01-15Paper
One-dimensional heat equation with discontinuous conductance2015-03-26Paper
Covariance measure and stochastic heat equation with fractional noise2015-01-22Paper
Mixed sub-fractional Brownian motion2014-09-17Paper
On the mixed fractional Brownian motion2008-08-15Paper
https://portal.mardi4nfdi.de/entity/Q52931382007-06-26Paper
https://portal.mardi4nfdi.de/entity/Q34383752007-05-15Paper
https://portal.mardi4nfdi.de/entity/Q48246702004-11-01Paper
https://portal.mardi4nfdi.de/entity/Q48183872004-09-28Paper
On the strong uniqueness of solutions of a stochastic differential equation2002-02-18Paper
Construction of a fundamental solution of a parabolic partial differential equation with piecewise constant coefficients2001-03-26Paper
https://portal.mardi4nfdi.de/entity/Q27060512001-03-26Paper
Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients1999-04-13Paper
Sur l'unicite forte des solutions d'une equation differentielle stochastique avec drift singulier dependant du temps en dimension un1998-08-09Paper
https://portal.mardi4nfdi.de/entity/Q48674731995-01-01Paper

Research outcomes over time

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