Mohamed Erraoui

collaborators

4 papers

math.PR2021

Hausdorff dimensions and Hitting probabilities for some general Gaussian processes

Frederi Viens, Mohamed Erraoui, Youssef Hakiki

Let $B$ be a $d$ -dimensional Gaussian process on $R$ , where the component are independents copies of a scalar Gaussian process $B_{0}$ on $R_{+}$ with a given general…

math.PR2021

Hitting probabilities for fractional Brownian motion with deterministic drift

Youssef Hakiki, Mohamed Erraoui

Let $B^{H}$ be a $d$ -dimensional fractional Brownian motion with Hurst index $H \in (0, 1)$ , $f : [0, 1] ⟶ R^{d}$ a Borel function, and $E \subset [0, 1]$ , $F\subset\ma…

math.PR2021

Images of Fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior

Youssef Hakiki, Mohamed Erraoui

Let $B^{H}$ be a fractional Brownian motion in $R^{d}$ of Hurst index $H \in (0, 1)$ , $f : [0, 1] ⟶ R^{d}$ a Borel function and $A\sub…

math.PR2014

Stochastic differential equations driven by generalized grey noise

José Luís da Silva, Mohamed Erraoui

In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute cont…