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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 2018Show all

2 papers · 1 filter

math.PR2018★ 4 cited

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…

math.PR2018

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…

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