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

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

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2 papers · 1 filter

math.PR2023★ 1 cited

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…

math.PR2023

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…