arXiv subjects

M. Benabdallah

Publications and source records attributed to M. Benabdallah.

3 recordsLinked to original sources

arXiv2012

On semimartingale local time inequalities and applications in SDE's

Using the balayage formula, we prove an inequality between the measures associated to local times of semimartingales. Our result extends the "comparison theorem of local times" of Ouknine $(1988)$, which is useful in the study of stochastic differential equations. The inequality presented in this paper covers the discontinuous case. Moreover, we study the pathwise uniqueness of some stochastic differential equations involving local time of unknown process.

math.PR↗

arXiv2011

On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy to handled and don't need any approximation approach. Similar equations without jumps were studied in the same context by \cite{Le Gall}, \cite{Ouknine} and others authors. As an application we get a new condition on the pathwise uniqueness for the solutions to stochastic differential equations driven by a symmetric stable Lévy processes.

math.PR↗

arXiv2008

Extensions of discrete classical orthogonal polynomials beyond the orthogonality

It is well known that the family of Hahn polynomials $\{h_n^{α,β}(x;N)\}_{n\ge 0}$ is orthogonal with respect to a certain weight function up to $N$. In this paper we present a factorization for Hahn polynomials for a degree higher than $N$ and we prove that these polynomials can be characterized by a $Δ$-Sobolev orthogonality. We also present an analogous result for dual-Hahn, Krawtchouk, and Racah polynomials and give the limit relations between them for all $n\in \XX N_0$. Furthermore, in order to get this results for the Krawtchouk polynomials we will get a more general property of orthogonality for Meixner polynomials.

math.CA↗