3 citations · 5 across the 3 of their papers we have counts for
5 papers
Random Tessellations and Gibbsian solutions of Hamilton-Jacobi Equations
Mehdi Ouaki, Fraydoun Rezakhanlou
We pursue two goals in this article. As our first goal, we construct a family of Gibbs like measures on the set of piecewise linear convex functions $g:\mathbb{R}^2…
Markovian structure in the concave majorant of Brownian motion
Mehdi Ouaki, Jim Pitman
The purpose of this paper is to highlight some hidden Markovian structure of the concave majorant of the Brownian motion. Several distributional identities are implied by the joint…
Scalar Conservation Laws with white noise initial data
Mehdi Ouaki
The statistical description of the scalar conservation law of the form with a smooth convex function has been an object of inter…
Two continua of embedded regenerative sets
Steven N. Evans, Mehdi Ouaki
Given a two-sided real-valued Lévy process , define processes and by $L_t := \sup\{h \in \mathbb{R}…
Excursions away from the Lipschitz minorant of a Lévy process
Steven N. Evans, Mehdi Ouaki
For , the -Lipschitz minorant of a function is the greatest function such that an…