Mohamed Ben Alaya

Available identifiers

zbMath Open alaya.mohamed-benMaRDI QIDQ271862

List of research outcomes

Publication	Date of Publication	Type
Adaptive importance sampling for multilevel Monte Carlo Euler method	2023-07-03	Paper
Asymptotic properties of AD(1, n) model and its maximum likelihood estimator	2023-03-15	Paper
Central limit theorem for the antithetic multilevel Monte Carlo method	2022-09-05	Paper
Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations	2021-06-22	Paper
Asymptotic behavior of the multilevel type error for SDEs driven by a pure jump L\'evy process	2021-04-28	Paper
Stochastic global optimization using tangent minorants for Lipschitz functions	2020-04-24	Paper
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations	2019-05-15	Paper
Local asymptotic properties for the growth rate of a jump-type CIR process	2019-02-28	Paper
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model	2018-06-21	Paper
Importance sampling and statistical Romberg method for Lévy processes	2016-04-20	Paper
Improved adaptive Multilevel Monte Carlo and applications to finance	2016-03-09	Paper
Importance sampling and statistical Romberg method	2015-10-30	Paper
Central limit theorem for the multilevel Monte Carlo Euler method	2015-02-26	Paper
Multilevel Monte Carlo for Asian options and limit theorems	2014-09-17	Paper
Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions	2013-08-27	Paper
Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases	2012-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q5445977	2008-03-06	Paper
Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology	2008-02-22	Paper
On a functional equation generalizing the class of semistable distributions	2006-07-05	Paper
On Max-Multiscaling Distributions as Extended Max-Semistable Ones	2005-01-19	Paper
ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS	2004-09-02	Paper
On Lévy-Fréchet processes and related self-similar and semi-self-similar ones	2002-08-19	Paper
Rate of convergence for computing expectations of stopping functionals of an α-mixing process	1999-07-04	Paper
Resolution of differential equations by the shift method	1995-10-31	Paper
On the simulation of expectations of random variables depending on a stopping time	1993-12-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Mohamed Ben Alaya