Follow
Rachid Belfadli
Rachid Belfadli
Verified email at uca.ma
Title
Cited by
Cited by
Year
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
962011
On one-dimensional stochastic differential equations involving the maximum process
R Belfadli, S Hamadéne, Y Ouknine
Stochastics and Dynamics 9 (02), 277-292, 2009
172009
Moderate deviations for a stochastic Burgers equation
R Belfadli, L Boulanba, M Mellouk
Modern Stochastics: Theory and Applications 6 (2), 167–193, 2019
102019
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
62008
Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion
R Belfadli
Annales mathématiques Blaise Pascal 17 (1), 165-181, 2010
52010
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
22023
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
12022
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
12011
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
The system can't perform the operation now. Try again later.
Articles 1–16