2 citations · 3 across the 2 of their papers we have counts for
3 papers
math.PR2019★ 1 cited
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…
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…
math.PR2017★ 2 cited
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…