On the mixed fractional Brownian motion. Zbl 1147.60313
Zili, Mounir |
|
2006
|
Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004
Mishura, Yuliya; Zili, Mounir |
|
2018
|
One-dimensional heat equation with discontinuous conductance. Zbl 1322.60129
Chen, Zhen-Qing; Zili, Mounir |
|
2015
|
An asymptotic expansion in short times of the solution of a partial differential equation of parabolic type.
(Développement asymptotique en temps petits de la solution d’une équation aux dérivées partielles de type parabolique.) Zbl 0843.35144
Zili, Mounir |
|
1995
|
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100
Zili, M.; Zougar, E. |
|
2020
|
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise. Zbl 1401.60058
Khalil, M.; Tudor, C. A.; Zili, M. |
|
2018
|
Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients.
(Construction d’une solution fondamentale d’une équation aux dérivées partielles à coefficients constants par morceaux.) Zbl 0919.35006
Zili, M. |
|
1999
|
Covariance measure and stochastic heat equation with fractional noise. Zbl 1306.60094
Tudor, Ciprian; Zili, Mounir |
|
2014
|
On the sub-mixed fractional Brownian motion. Zbl 1340.60054
El-Nouty, Charles; Zili, Mounir |
|
2015
|
Mixed sub-fractional Brownian motion. Zbl 1296.60095
Zili, Mounir |
|
2014
|
One-dimensional stochastic heat equation with discontinuous conductance. Zbl 1427.60138
Zili, Mounir; Zougar, Eya |
|
2019
|
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. Zbl 1437.60039
Zili, Mounir; Zougar, Eya |
|
2019
|
Fundamental solution of a parabolic partial differential equation with piecewise constant coefficients and admitting a generalized drift. Zbl 1052.35500
Zili, Mounir |
|
2000
|
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir |
|
2016
|
SPDE with generalized drift and fractional-type noise. Zbl 1361.60052
Tudor, Ciprian A.; Zili, Mounir |
|
2016
|
Generalized fractional Brownian motion. Zbl 1361.60028
Zili, Mounir |
|
2017
|
Fractional stochastic heat equation with piecewise constant coefficients. Zbl 1476.60076
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya |
|
2021
|
Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise. Zbl 1473.60101
Zili, M.; Zougar, E. |
|
2021
|
Mixed sub-fractional-White heat equation. Zbl 1360.60129
Zili, M. |
|
2016
|
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity. Zbl 1436.60037
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir |
|
2020
|
Mixed stochastic heat equation with fractional Laplacian and gradient perturbation. Zbl 1503.60086
Zili, Mounir; Zougar, Eya |
|
2022
|
Mixed stochastic heat equation with fractional Laplacian and gradient perturbation. Zbl 1503.60086
Zili, Mounir; Zougar, Eya |
|
2022
|
Fractional stochastic heat equation with piecewise constant coefficients. Zbl 1476.60076
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya |
|
2021
|
Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise. Zbl 1473.60101
Zili, M.; Zougar, E. |
|
2021
|
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100
Zili, M.; Zougar, E. |
|
2020
|
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity. Zbl 1436.60037
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir |
|
2020
|
One-dimensional stochastic heat equation with discontinuous conductance. Zbl 1427.60138
Zili, Mounir; Zougar, Eya |
|
2019
|
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. Zbl 1437.60039
Zili, Mounir; Zougar, Eya |
|
2019
|
Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004
Mishura, Yuliya; Zili, Mounir |
|
2018
|
Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise. Zbl 1401.60058
Khalil, M.; Tudor, C. A.; Zili, M. |
|
2018
|
Generalized fractional Brownian motion. Zbl 1361.60028
Zili, Mounir |
|
2017
|
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir |
|
2016
|
SPDE with generalized drift and fractional-type noise. Zbl 1361.60052
Tudor, Ciprian A.; Zili, Mounir |
|
2016
|
Mixed sub-fractional-White heat equation. Zbl 1360.60129
Zili, M. |
|
2016
|
One-dimensional heat equation with discontinuous conductance. Zbl 1322.60129
Chen, Zhen-Qing; Zili, Mounir |
|
2015
|
On the sub-mixed fractional Brownian motion. Zbl 1340.60054
El-Nouty, Charles; Zili, Mounir |
|
2015
|
Covariance measure and stochastic heat equation with fractional noise. Zbl 1306.60094
Tudor, Ciprian; Zili, Mounir |
|
2014
|
Mixed sub-fractional Brownian motion. Zbl 1296.60095
Zili, Mounir |
|
2014
|
On the mixed fractional Brownian motion. Zbl 1147.60313
Zili, Mounir |
|
2006
|
Fundamental solution of a parabolic partial differential equation with piecewise constant coefficients and admitting a generalized drift. Zbl 1052.35500
Zili, Mounir |
|
2000
|
Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients.
(Construction d’une solution fondamentale d’une équation aux dérivées partielles à coefficients constants par morceaux.) Zbl 0919.35006
Zili, M. |
|
1999
|
An asymptotic expansion in short times of the solution of a partial differential equation of parabolic type.
(Développement asymptotique en temps petits de la solution d’une équation aux dérivées partielles de type parabolique.) Zbl 0843.35144
Zili, Mounir |
|
1995
|