14 citations · 27 across the 15 of their papers we have counts for
17 papers
Identification of the residual term in multiplicative self-decomposition using Fox -functions
José Luís da Silva, Mohamed Erraoui
Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanb…
Cameron--Martin Type Theorem for a Class of non-Gaussian Measures
Mohamed Erraoui, Michael Röckner, José Luís da Silva
In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We ide…
Fractional Brownian motion with deterministic drift: How critical is drift regularity in hitting probabilities
Mohamed Erraoui, Youssef Hakiki
Let be a -dimensional fractional Brownian motion with Hurst index , a Borel function, and , $F\subset\ma…
Hausdorff dimensions and Hitting probabilities for some general Gaussian processes
Frederi Viens, Mohamed Erraoui, Youssef Hakiki
Let be a -dimensional Gaussian process on , where the component are independents copies of a scalar Gaussian process on with a given general…
Hitting probabilities for fractional Brownian motion with deterministic drift
Youssef Hakiki, Mohamed Erraoui
Let be a -dimensional fractional Brownian motion with Hurst index , a Borel function, and , $F\subset\ma…
Images of Fractional Brownian motion with deterministic drift: Positive Lebesgue measure and non-empty interior
Youssef Hakiki, Mohamed Erraoui
Let be a fractional Brownian motion in of Hurst index , a Borel function and $A\sub…
Bridge-Type Processes Associated with Lévy Processes and Their Decompositions
Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki
We study a class of stochastic bridge-type processes whose terminal pinning value is random and is generated by an underlying stochastic process. In contrast with classical bridges…
Lévy bridges with random length
Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki
In this paper our first goal is to give precise definition of the Lévy bridges with random length. Our second task is to establish the Markov property of this process with respect…
Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion
José Luís da Silva, Mohamed Erraoui
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutio…
Bridges with random length: Gamma case
Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki
The aim objective of this paper is to show that certain basic properties of gamma bridges with deterministic length stay true also for gamma bridges with random length. Among them…
The Stein Characterization of -Wright Distributions
José Luís da Silva, Mohamed Erraoui
In this paper use the Stein method to characterize the -Wright distribution and its symmetrization. The Stein operator is associated with the general Airy equa…
Bridges with random length: Gaussian-Markovian case
Mohamed Erraoui, Mohammed Louriki
Motivated by the Brownian bridge on random interval considered by Bedini et al \cite{BBE}, we introduce and study Gaussian bridges with random length with special emphasis to the M…
Singularity of generalized grey Brownian motions with different parameters
José Luís da Silva, Mohamed Erraoui
In this note we prove that the probability measures generated by two generalized grey Brownian motions with different parameters are singular with respect to each other. This resul…
Mixed stochastic differential equations: Existence and uniqueness result
José Luís da Silva, Mohamed Erraoui, El Hassan Essaky
In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a…
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…
Grey Brownian motion local time: Existence and weak-approximation
José Luís Da Silva, Mohamed Erraoui
In this paper we investigate the class of grey Brownian motions (, ). We show that grey Brownian motion admits different representations in terms of cert…
The -dependence of stochastic differential equations driven by variants of -stable processes
Jose Luis da Silva, Mohamed Erraoui
In this paper we investigate two variants of -stable processes, namely tempered stable subordinators and modified tempered stable process as well as their renormalization. We st…