3 papers
q-bio.PE2008
SDE in Random Population Growth
Raouf Ghomrasni, Lisa Bonney
In this paper we extend the recent work of C.A. Braumann \cite{B2007} to the case of stochastic differential equation with random coefficients. Furthermore, the relationship of the…
math.PR2008
Decomposition of order statistics of semimartingales using local times
Raouf Ghomrasni, Olivier Menoukeu Pamen
In a recent work \cite{BG}, given a collection of continuous semimartingales, authors derive a semimartingale decomposition from the corresponding ranked processes in the case that…
math.PR2006
A Generalized Occupation Time Formula For Continuous Semimartingales
Raouf Ghomrasni
We show that for a wide class of functions that: $$ {\lim_{ε\downarrow 0} {\frac{1}ε} \int_0^t \Big\{F(s, X_s) - F(s, X_s - ε)\Big\} d\big<X,X\big>_s} = - \int_0^t\int_{\R} F(s…