M. Erraoui

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 2021Show all

4 papers · 1 filter

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.PR2021

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…