Search Results - "Belfadli, Rachid" :: K.UTB vyhledávací portál

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Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind

by Belfadli, Rachid, Es-Sebaiy, Khalifa, Farah, Fatima-Ezzahra
Published in Journal of theoretical probability (2024)

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$Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean$

Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean

by Belfadli, Rachid, Es-Sebaiy, Khalifa, Farah, Fatima-Ezzahra
Published in Metrika (01.10.2022)

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Moderate deviations for a stochastic Burgers equation

by Belfadli, Rachid, Boulanba, Lahcen, Mellouk, Mohamed
Published in Modern Stochastics: Theory and Applications (2019)

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2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration

by Belfadli, Rachid, El Mellali, Tarik, Fakhouri, Imade, Ouknine, Youssef
Published in Random operators and stochastic equations (01.06.2023)

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$Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion$

Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion

by BELFADLI, Rachid
Published in Annales mathématiques Blaise Pascal (2010)

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Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord

by Belfadli, Rachid, Ouknine, Youssef
Published in Afrika mathematica (01.04.2011)

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Moderate deviations for a stochastic Burgers equation

by Belfadli, Rachid, Boulanba, Lahcen, Mellouk, Mohamed
Published in arXiv.org (16.01.2020)

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On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers

by Belfadli, Rachid, Jarni, Imane, Ouknine, Youssef
Year of Publication 15.02.2019

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$Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean$

Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean

by Belfadli, Rachid, Es-Sebaiy, Khalifa, Farah, Fatima-Ezzahra
Year of Publication 31.08.2020

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$Berry-Ess\'een bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind$

Berry-Ess\'een bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind

by Balde, Maoudo Faramba, Belfadli, Rachid, Es-Sebaiy, Khalifa
Year of Publication 17.05.2020

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On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers

by Belfadli, Rachid, Jarni, Imane, Youssef Ouknine
Published in arXiv.org (25.04.2019)

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$Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean$

Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean

by Belfadli, Rachid, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah
Published in arXiv.org (31.08.2020)

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$Berry-Esséen bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind$

Berry-Esséen bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind

by Balde, Maoudo Faramba, Belfadli, Rachid, Khalifa Es-Sebaiy
Published in arXiv.org (17.05.2020)

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$Unicit\'e trajectorielle des \'equations diff\'erentielles stochastiques avec temps local et temps de s\'ejour au bord$

Unicit\'e trajectorielle des \'equations diff\'erentielles stochastiques avec temps local et temps de s\'ejour au bord

by Belfadli, Rachid, Ouknine, Youssef
Year of Publication 30.03.2010

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$On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2$

On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2

by Belfadli, Rachid, Ouknine, Youssef
Year of Publication 28.03.2010

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$On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2 $$

On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2 $

by Belfadli, Rachid, Youssef Ouknine
Published in arXiv.org (05.12.2010)

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Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

by Belfadli, Rachid, Es-Sebaiy, Khalifa, Ouknine, Youssef
Year of Publication 27.02.2011

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Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord

by Belfadli, Rachid, Youssef Ouknine
Published in arXiv.org (30.03.2010)

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On one-dimensional stochastic differential equations involving the maximum process

by Belfadli, Rachid, Hamadéne, Said, Ouknine, Youssef
Year of Publication 30.03.2010

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Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

by Belfadli, Rachid, Khalifa Es-Sebaiy, Youssef Ouknine
Published in arXiv.org (27.02.2011)

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