2 papers
math.PR2026
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…
math.PR2026
Identification of the residual term in multiplicative self-decomposition using Fox -functions
José LuÃs da Silva, Mohamed Erraoui
Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanb…