Raouf Ghomrasni
Copies of the papers below are available upon request.
Publications
- On distributions associated with the generalized Lévy's stochastic area formula. Studia Sci. Math. Hungar. 41 (2004), no. 1, 93--100.
- Local time-space calculus and extensions of Itô's formula. High dimensional probability, III (Sandjberg, 2002), 177--192, Progr. Probab., 55, Birkhäuser, Basel, 2003.(with
G. Peskir)
- An extension of Seshadri's identities for Brownian motion. Statist. Probab. Lett. 59 (2002), no. 4, 379--384. (with
S.E. Graversen)
- On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options. Rev. Mat. Iberoamericana 17 (2001), no. 1, 179--193. (with
C. Donati-Martin and M. Yor)
- Affine random equations and the stable $(\frac12)$ distribution. Studia Sci. Math. Hungar. 36 (2000), no. 3-4, 387--405. (with
C. Donati-Martin and M. Yor)
Some Submissions / Work in progress:
Research interests
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