R. Belfadli

activity

20102026

most citedParameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case

57 citations · 69 across the 11 of their papers we have counts for

collaborators

Showing 2025Show all

2 papers · 1 filter

math.PR2025

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 $α, β$ -doubly perturbed diffusion process with parameters $α < 1$ and $β < 1$ such that $∣ ρ ∣ < 1$ , w…

math.PR2025

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 $α, β$ -doubly perturbed stochastic differential equations (DPSD…