Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Soufiane Mouchtabih"'
Publikováno v:
Proceedings of the American Mathematical Society. 149:3583-3596
Let X X be the solution of a stochastic differential equation in Euclidean space driven by standard Brownian motion, with measurable drift and Sobolev diffusion coefficient. In our main result we show that when the drift is measurable and the diffusi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::979d760502bdfef54f011612914ea28c
https://doi.org/10.1090/proc/15477
https://doi.org/10.1090/proc/15477
Autor:
Brahim Boufoussi, Soufiane Mouchtabih
Publikováno v:
Random Operators and Stochastic Equations. 28:281-290
Using the coupling method and Girsanov theorem, we prove a Harnack-type inequality for a stochastic differential equation with non-Lipschitz drift and driven by a fractional Brownian motion with Hurst parameter H < 1 2 {H . We also investigate this i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99bb142b693a4a25c1f19bc6d697aba6
https://doi.org/10.1515/rose-2020-2046
https://doi.org/10.1515/rose-2020-2046
Publikováno v:
Electronic Journal of Probability. 27
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c02c829ce90e6a12c43387992e7d851d
https://doi.org/10.1214/22-ejp823
https://doi.org/10.1214/22-ejp823
Publikováno v:
Stochastics and Dynamics. 22
We consider a system of semilinear partial differential equations (PDEs) with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized PDEs, which converges to our initial problem. Since the coeffi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd934286e886b96d8484b2c62f612ff5
https://doi.org/10.1142/s0219493721500532
https://doi.org/10.1142/s0219493721500532
Publikováno v:
Statistics & Probability Letters. 182:109302
This erratum corrects an error in the proof of Theorem 2 in our paper (Bahlali et al., 2019). The main results of the paper remain true as stated.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c2db389c79d66da2aaa69d0815aded1
https://doi.org/10.1016/j.spl.2021.109302
https://doi.org/10.1016/j.spl.2021.109302
Publikováno v:
Afrika Matematika. 29:575-589
Using the method of Girsanov transformation, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution of fractional stochastic functional differential equations driven by fractional Brownian
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0193a295fc2738abc40d810b3f4d9615
https://doi.org/10.1007/s13370-018-0560-x
https://doi.org/10.1007/s13370-018-0560-x
Autor:
Soufiane Mouchtabih, Brahim Boufoussi
Publikováno v:
Evolution Equations & Control Theory. 10:921
In this article we investigate the controllability for neutral stochastic functional integro-differential equations with finite delay, driven by a fractional Brownian motion with Hurst parameter lesser than $1/2$ in a Hilbert space. We employ the the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c46a0587b49f303839a00ff7f8cfba0c
https://doi.org/10.3934/eect.2020096
https://doi.org/10.3934/eect.2020096
Publikováno v:
Statistics and Probability Letters
Statistics and Probability Letters, Elsevier, 2019, 155, pp.108586-. ⟨10.1016/j.spl.2019.108586⟩
Statistics and Probability Letters, Elsevier, 2019, 155, pp.108586-. ⟨10.1016/j.spl.2019.108586⟩
International audience; We prove that probability laws of a backward stochastic differential equation, satisfy a quadratic transportation cost inequality under the uniform metric. That is, a comparison of the Wasserstein distance from the law of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3a62882c054aff2cd5a4bb259cec586
https://doi.org/10.1016/j.spl.2019.108586
https://doi.org/10.1016/j.spl.2019.108586