Recherche

jeudi 5 mai 2011
par Khalifa Es-Sebaiy

Publications et prépublications

14) Peggy Cénac and Khalifa Es-Sebaiy. Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes. (2012), Submitted.

13) Soufiane Aazizi and Khalifa Es-Sebaiy. Berry-Esséen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. (2012), Submitted.

12) Khalifa Es-Sebaiy. Berry-Esséen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes. (2012), Submitted.

11) Rachid Belfadli, Khalifa Es-Sebaiy and Youssef Ouknine. PARAMETER ESTIMATION FOR FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES : NON-ERGODIC CASE. Frontiers in Science and Engineering (An International Journal Edited by Hassan II Academy of Science and Technology), Volume:N° 1/2, 2011.

10) Khalifa Es-Sebaiy, Ivan Nourdin. Parameter estimation for \alpha-fractional bridges. 2011, Proceedings in Mathematics Series, Springer. Festschrift in Honor of David Nualart, to appear.

9) Xavier Bardina, Khalifa Es-Sebaiy. AN EXTENSION OF BIFRACTIONAL BROWNIAN MOTION. Communications on Stochastic Analysis, Vol. 5, No. 2 (2011) 333-340.

8) Xavier Bardina, Khalifa Es-Sebaiy and Ciprian A. Tudor. Approximation of the finite dimensional distributions of multiple fractional integrals. Journal of Mathematical Analysis and Applications Volume 369, Issue 2, 2010, Pages 694-711

7) Khalifa Es-Sebaiy and Youssef Ouknine. Mutual Information for Stochastic Differential Equations Driven by Fractional Brownian Motion. Random Operators / Stochastic Eqs. 18 (2010), 1-9.

6) Khalifa Es-Sebaiy and Ciprian A. Tudor. Non-central limit theorem for the cubic variation of a class of selfsimilar stochastic processes, 2010, Theory of Probability and its Applications, 55:3 (2010), 507–529.

5) Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine and Ciprian A. Tudor. Occupation densities for certain processes related to fractional Brownian motion. Stochastics, Vol. 82, No. 2, April 2010, 133–147.

4) Khalifa Es-Sebaiy, Idir Ouassou and Youssef Ouknine. Estimation of the drift of fractional Brownian motion. Statistics and Probability Letters 79, 2009, 1647-1653.

3) Khalifa Es-Sebaiy and Youssef Ouknine. How rich is the class of processes which are infinitely divisible with respect to time ?, Statistics and Probability Letters. Vol. 78, 2008, pp. 537-547.

2) Khalifa Es-Sebaiy and Ciprian A. Tudor. Lévy processes and Itô-Skorohod integrals. Theory of Stochastic Processes, Vol. 14 (30), no. 2, 2008, pp. 10-18.

1) Khalifa Es-Sebaiy and Ciprian A. Tudor. Mutidimentional bifractional Brownian motion : Itô and Tanaka formulas, Stochastic and Dynamics, Vol. 7 (3), 2007 pp. 365-388.

Communications orales

- En conférence :

1. How rich is the class of processes which are infinitely divisible with respect to time ?, Journées de probabilités 18-22 septembre 2006, CIRM, Marseille (France).

2. Existence of the occupation density of perturbed gaussian process which has a covariance measure, Journées de probabilités 9-14 septembre 2007, La Londe (France).

3. Occupation densities for certain processes related to fractional Brownian motion, Journées " Techniques Fractales ". Orléans 22 et 23 mai 2008.

- En seminaires :

1. Formules d’Itô et Tanaka pour le mouvement brownien sous-fractionnaire, Groupe de Travail "Aspects fractals" Paris (Chevaleret), Avril 2007, France.

2. Occupation densities for certain processes related to fractional Brownian motion, Le séminaire du SAMOS Probabilités, Statistique et Réseaux de Neurones et le séminaire Mathématiques des systµemes complexes. 11 Avril 2008.

3. Occupation densities for certain processes related to fractional Brownian motion. Seminari de Probabilitats de Barcelona, Universitat de Barcelona-Universitat Autonoma de Barcelona. 21 Janvier 2009.

4. Approximation of the finite dimensional distributions of multiple fractional integrals, Seminaire d’initiation au calcul stochastique. Université Cadi Ayyad. Octobre 2009.

Conférences

1. Journées d’Analyse stochastique et Finance, Université Cadi Ayyad Marrakech, 27-28 Avril 2009.

2. Journées Fractionnaires Parisiennes (seconde édition) Paris, 9 et 10 Juin 2008.

3. Journées de probabilités 9-14 septembre 2007, La Londe (France).

4. Conference on Stochastic analysis : Stochastic Dynamics, 11-12 juin 2007, Université Paris1 (France).

5. CIMPA School on "Modèles aléatoires en finance mathématiques", Cadi Ayyad university, 09-20 Avril 2007, Marrakech.

6. Journées de probabilitées, 18-22 septembre 2006, CIRM, Marseille (France).

7. Third conference on "Stochastic Analysis and Probability", 2005,Cadi Ayyad university Marrakesh.

8. Second conference on "Stochastic Analysis and Probability", 2003, Cadi Ayyad university Marrakesh.


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