2 citations · 3 across the 9 of their papers we have counts for
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math.PR2019
Brownian bridge with random length and pinning point for modelling of financial information
Mohammed Louriki
In this paper, we introduce an extension of a Brownian bridge with a random length by including uncertainty also in the pinning level of the bridge. The main result of this work is…
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…