Parameter estimation for fractional Ornstein-Uhlenbeck processes: non-ergodic case R Belfadli, K Es-Sebaiy, Y Ouknine Frontiers in Science and Engineering (An InternationalJournal Edited by …, 2011 | 96 | 2011 |
On one-dimensional stochastic differential equations involving the maximum process R Belfadli, S Hamadéne, Y Ouknine Stochastics and Dynamics 9 (02), 277-292, 2009 | 18 | 2009 |
Moderate deviations for a stochastic Burgers equation R Belfadli, L Boulanba, M Mellouk Modern Stochastics: Theory and Applications 6 (2), 167–193, 2019 | 11 | 2019 |
Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion R Belfadli Annales mathématiques Blaise Pascal 17 (1), 165-181, 2010 | 6 | 2010 |
On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes R Belfadli, Y Ouknine Stochastics: An International Journal of Probability and Stochastics …, 2008 | 6 | 2008 |
Es-Sebaiy, K. and Ouknine, Y.(2011) R Belfadli Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non …, 0 | 5 | |
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes MF Balde, R Belfadli, K Es-Sebaiy Stochastics and Dynamics 23 (04), 2350029, 2023 | 2 | 2023 |
Statistical analysis of the non-ergodic fractional Ornstein–Uhlenbeck process with periodic mean R Belfadli, K Es-Sebaiy, FE Farah Metrika 85 (7), 885-911, 2022 | 1 | 2022 |
Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord R Belfadli, Y Ouknine Afrika Matematika 22 (1), 5-17, 2011 | 1 | 2011 |
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind R Belfadli, K Es-Sebaiy, FE Farah Journal of Theoretical Probability 37 (1), 860-876, 2024 | | 2024 |
𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration R Belfadli, T El Mellali, I Fakhouri, Y Ouknine Random Operators and Stochastic Equations 31 (2), 117-139, 2023 | | 2023 |
On the sum of Gaussian martingale and an independent fractional Brownian motion R Belfadli, M Chadad, M Erraoui Theory of Probability & Its Applications 68 (2), 316-323, 2023 | | 2023 |
Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem R Belfadli, M Eddahbi, I Fakhouri, Y Ouknine International Conference on Computational Science, 575-589, 2020 | | 2020 |
Berry-Ess\'een bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind MF Balde, R Belfadli, K Es-Sebaiy arXiv preprint arXiv:2005.08397, 2020 | | 2020 |
On Itô's formula for symmetric -stable Lévy process of index R Belfadli, Y Ouknine arXiv e-prints, arXiv: 1003.5367, 2010 | | 2010 |
Some Functions Transforming Semimartingale into Semimartingale R Belfadli, Y Ouknine AFRICAN DIASPORA JOURNAL OF MATHEMATICS 9 (1), 45-49, 2010 | | 2010 |