Larbi Alili

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Person:216434

Available identifiers

zbMath Open alili.larbiMaRDI QIDQ216434

List of research outcomes

PublicationDate of PublicationType
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP2021-12-01Paper
A comparison of European and Asian options under Markov additive processes2019-07-15Paper
Space and time inversions of stochastic processes and Kelvin transform2019-04-25Paper
On the semi-group of a scaled skew Bessel process2019-02-20Paper
Further studies on square-root boundaries for Bessel processes2018-08-23Paper
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes2017-03-03Paper
On Inversions and Doob h-Transforms of Linear Diffusions2016-04-13Paper
On exponential functionals, harmonic potential measures and undershoots of subordinators2015-03-19Paper
Boundary crossing identities for Brownian motion and some nonlinear ode’s2014-09-17Paper
Müntz linear transforms of Brownian motion2014-05-02Paper
Boundary-crossing identities for diffusions having the time-inversion property2010-04-23Paper
Further results on some singular linear stochastic differential equations2009-05-06Paper
On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge2007-10-31Paper
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process12005-12-09Paper
Some remarks on first passage of Lévy processes, the American put and pasting principles2005-11-08Paper
Boundary-crossing identities for diffusions having the time-inversion property2005-02-24Paper
Canonical decompositions of certain generalized Brownian bridges2003-02-25Paper
A new fluctuation identity for Lévy processes and some applications2003-01-20Paper
Martin boundaries associated with a killed random walk2002-03-03Paper
https://portal.mardi4nfdi.de/entity/Q27256212001-07-12Paper
Quelques nouvelles identités de fluctuation pour les processus de Lévy2000-09-18Paper
Wiener – hopf factorization revisited and some applications2000-01-02Paper
https://portal.mardi4nfdi.de/entity/Q43955331999-07-19Paper
https://portal.mardi4nfdi.de/entity/Q43955301999-05-16Paper
https://portal.mardi4nfdi.de/entity/Q43955371999-01-14Paper
https://portal.mardi4nfdi.de/entity/Q43955291998-08-04Paper

Research outcomes over time


Doctoral students

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