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researcher

M. Erraoui

17 papers hereh-index 8210 citations40 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author7
  • middle author2
  • last author8

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • math.PR17

identity via Semantic Scholar / OpenAlex

activity
20102025
most citedGrey Brownian motion local time: Existence and weak-approximation

14 citations · 27 across the 15 of their papers we have counts for

collaborators
Showing 2014 · math.PRShow all

1 paper · 2 filters

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.