Mohammed Louriki

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Epidemic modelling by birth-death processes with spatial scaling Journal of Mathematics in Industry	2024-10-11	Paper
Information-based approach: pricing of a credit risky asset in the presence of default time Probability, Uncertainty and Quantitative Risk	2024-09-30	Paper
Brownian bridge with random length and pinning point for modelling of financial information Stochastics	2022-12-08	Paper
On a Lévy process pinned at random time Forum Mathematicum	2022-04-19	Paper
On the compensator of certain special processes with respect to a market filtration generated by a Brownian bridge information process	2022-02-06	Paper
Epidemic modeling: diffusion approximation vs. stochastic differential equations allowing reflection International Journal of Biomathematics	2021-11-12	Paper
On an Extension of the Brownian Bridge with Applications in Finance	2021-10-04	Paper
Bridges with random length: gamma case Journal of Theoretical Probability	2020-05-19	Paper
L\'evy bridges with random length	2019-05-30	Paper
Bridges with random length: Gaussian-Markovian case (available as arXiv preprint)	2019-02-07	Paper

Research outcomes over time

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