1 citations · 1 across the 9 of their papers we have counts for
10 papers
Exact maximum likelihood inference for drifted multi-sub-fractional Brownian motion at discrete observation
Afrah Al-Harby, Ezzedine Mliki, Manal Al-Ohali
Sub-fractional Brownian motion is self-similar and long-range dependent but has no stationary increments, so the increment covariance is not Toeplitz and no spectral density is ava…
Exact finite-sample inference for multi-mixed fractional Brownian motion with drift
Afrah Al-Harby, Ezzedine Mliki
In this paper we study a linear drift perturbed by a superposition of independent fractional Brownian motions with known Hurst parameters and a common scale, observed at eq…
The Fujita exponent across an interface
Mohamed Majdoub, Ezzedine Mliki
We consider the semilinear parabolic equation \[ \partial_t u = Δu + 2\mathfrak{q}\,δ_{\mathbb{S}}\,\nabla u + |u|^{p-1}u \qquad \text{in } (0,\infty)\times\mathbb{R}^N, \] where $…
Long-Time Asymptotics for Subordinated Fractional Diffusion Equations
Mohamed Majdoub, Ezzedine Mliki
We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equati…
Subordinators and generalized heat kernels: Random time change and long time dynamics
N. Ajaber, A. Alshehri, H. Altamimi +2
This paper focuses on studying the long-time dynamics of the subordination process for a range of linear evolution equations, with a special emphasis on the fractional heat equatio…
The inhomogeneous fractional stochastic heat equation driven by fractional Brownian motion
R. Alessa, R. Al Subaie, M. Alwohaibi +2
We investigate the fractional Hardy-Hénon equation with fractional Brownian noise where ,…
On the fractional mixed fractional Brownian motion Time Changed by Inverse alpha Stable Subordinator
Ezzedine Mliki
A time-changed fractional mixed fractional Brownian motion by inverse alpha stable subordinator with index alpha in (0, 1) is an iterated process L constructed as the superposition…
On the long range dependence of time-changed mixed fractional Brownian motion model
Ezzedine Mliki, Shaykhah Alajmi
A time-changed mixed fractional Brownian motion is an iterated process constructed as the superposition of mixed fractional Brownian motion and other process. In this paper we cons…
Mixed Generalized Fractional Brownian Motion
Ezzedine Mliki, Shaykhah Alajmi
To extend several known centered Gaussian processes, we introduce a new centered mixed self-similar Gaussian process called the mixed generalized fractional Brownian motion, which…
Well-posedness for Hardy-Hénon parabolic equations with fractional Brownian noise
Mohamed Majdoub, Ezzedine Mliki
We study the Hardy-Hénon parabolic equations on () under the effect of an additive fractional Brownian noise with Hurst parameter $H>\max\left(1/2, N/4\rig…