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
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes	N/A	Paper

Research outcomes over time

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