57 citations · 69 across the 11 of their papers we have counts for
11 papers
On the Besov-Orlicz path regularity of some Gaussian processes
Rachid Belfadli, Brahim Boufoussi, Youssef Ouknine
In this paper, we rely on the additive decomposition in law satisfied by a class of stochastic processes, combined with the well-known regulariy properties of fractional Brownian m…
Regularization of Hyperbolic Stochastic Partial Differential Equations By Two Fractional Brownian Sheets
Rachid Belfadli, Youssef Ouknine, Ercan Sönmez
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fract…
On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
Rachid Belfadli, Lahcen Boulanba, Youssef Ouknine
In this paper, we establish Malliavin differentiability and absolute continuity for -doubly perturbed diffusion process with parameters and such that , w…
On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
R. Belfadli, L. Boulanba, Y. Ouknine
In this paper, we introduce and study the convergence of new Carathéodory's approximate solution for one-dimensional -doubly perturbed stochastic differential equations (DPSD…
Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean
Rachid Belfadli, Khalifa Es-Sebaiy, Fatima-Ezzahra Farah
Consider a periodic, mean-reverting Ornstein-Uhlenbeck process of the form , where $L(t)=\sum_{i=…
Berry-Esséen bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind
Maoudo Faramba Balde, Rachid Belfadli, Khalifa Es-Sebaiy
In the present paper we consider the Ornstein-Uhlenbeck process of the second kind defined as solution to the equation , where $Y_{t}^…