Browsing by Author "Khaldi, K."

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    Comparison of jump-diffusion parameters using passage times estimation
    (Hindawi Publishing Corporation, 2014) Khaldi, K.; Djeddour, K.; Meddahi, S.
    The main purposes of this paper are two contributions: (1) it presents a new method, which is the first passage time generalized for all passage times (PT method), in order to estimate the parameters of stochastic jump-diffusion process. (2) It compares in a time series model, share price of gold, the empirical results of the estimation and forecasts obtained with the PT method and those obtained by the moments method applied to the MJD model
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    Markov property of the solution of the stochastic generalized equations
    (Journal of Mathematics and Statistics, 2007) Khaldi, K.
    Some models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equation Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on the frontier Γ = ∂S in order to define for the corresponding boundary conditions. The resolutions of boundary problems for random distributions lead to the Markov property for the solution of these equations. © 2007 Science Publications
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    The n+n+α system in a continuum faddeev formulation
    (The American Physical Society, 2010) Khaldi, K.; Elster, Ch.; Glöckle, W.