57 citations · 69 across the 11 of their papers we have counts for
Showing 2010 · math.PRShow all
2 papers · 2 filters
math.PR2010
On one-dimensional stochastic differential equations involving the maximum process
Rachid Belfadli, Said Hamadéne, Youssef Ouknine
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time…
math.PR2010
On Itô's formula for symmetric -stable Lévy process of index
Rachid Belfadli, Youssef Ouknine
We use Young integration (resp, bounded -variation theory introduced in \cite{Feng-Zhao}) to establish integration of determinate functions with respect to local time of symme…