Larbi Alili

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP	2021-12-01	Paper
A comparison of European and Asian options under Markov additive processes	2019-07-15	Paper
Space and time inversions of stochastic processes and Kelvin transform	2019-04-25	Paper
On the semi-group of a scaled skew Bessel process	2019-02-20	Paper
Further studies on square-root boundaries for Bessel processes	2018-08-23	Paper
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes	2017-03-03	Paper
On Inversions and Doob h-Transforms of Linear Diffusions	2016-04-13	Paper
On exponential functionals, harmonic potential measures and undershoots of subordinators	2015-03-19	Paper
Boundary crossing identities for Brownian motion and some nonlinear ode’s	2014-09-17	Paper
Müntz linear transforms of Brownian motion	2014-05-02	Paper
Boundary-crossing identities for diffusions having the time-inversion property	2010-04-23	Paper
Further results on some singular linear stochastic differential equations	2009-05-06	Paper
On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge	2007-10-31	Paper
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹	2005-12-09	Paper
Some remarks on first passage of Lévy processes, the American put and pasting principles	2005-11-08	Paper
Boundary-crossing identities for diffusions having the time-inversion property	2005-02-24	Paper
Canonical decompositions of certain generalized Brownian bridges	2003-02-25	Paper
A new fluctuation identity for Lévy processes and some applications	2003-01-20	Paper
Martin boundaries associated with a killed random walk	2002-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q2725621	2001-07-12	Paper
Quelques nouvelles identités de fluctuation pour les processus de Lévy	2000-09-18	Paper
Wiener – hopf factorization revisited and some applications	2000-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q4395533	1999-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4395530	1999-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4395537	1999-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4395529	1998-08-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Larbi Alili