From the 1 of 4 linked papers with an AI index.
4 papers
Diffusion bridge with randomized initial and terminal times and its application to fish migration
Hidekazu Yoshioka, Mohammed Louriki
The paper develops a stochastic differential equation model, a diffusion bridge with random start and end times, to describe migratory fish counts in a river while accounting for e…
Bridge-Type Processes Associated with Lévy Processes and Their Decompositions
Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki
We study a class of stochastic bridge-type processes whose terminal pinning value is random and is generated by an underlying stochastic process. In contrast with classical bridges…
Stopping Times in the Filtration of a Brownian Motion Stopped at its Last Passage Time
Mohammed Louriki
We investigate the structural properties of the last passage time at level of a Brownian motion with positive drift , denoted $B^λ = (B_t + λt)_{t \geq 0…
McKean-Vlasov processes of bridge type
Wolfgang Bock, Astrid Hilbert, Mohammed Louriki
In this paper, we introduce and study McKean-Vlasov processes of bridge type. Specifically, we examine a stochastic differential equation (SDE) of the form: $$\mathrm{d} ξ_t=-μ(t…