Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process L Alili, P Patie, JL Pedersen
Stochastic Models 21 (4), 967-980, 2005
285 2005 Some remarks on first passage of Lévy processes, the American put and pasting principles L Alili, AE Kyprianou
267 2005 Wiener–Hopf factorization revisited and some applications L Alili, RA Doney
Stochastics and Stochastic Reports 66 (1-2), 87-102, 1999
66 1999 Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift L Alili, D Dufresne, M Yor
Biblioteca de la revista matematica iberoamericana, 1997
52 1997 Inversion, duality and Doob -transforms for self-similar Markov processes L Alili, L Chaumont, P Graczyk, T Żak
36 2017 On a triplet of exponential Brownian functionals L Alili, H Matsumoto, T Shiraishi
Séminaire de Probabilités XXXV, 396-415, 2001
33 2001 An explanation of a generalized Bougerol’s identity in terms of hyperbolic Brownian motion L Alili, JC Gruet
32 1997 Martin boundaries associated with a killed random walk L Alili, RA Doney
Annales de l'Institut Henri Poincare (B) Probability and Statistics 37 (3 …, 2001
28 2001 Boundary-crossing identities for diffusions having the time-inversion property L Alili, P Patie
Journal of Theoretical Probability 23, 65-84, 2010
26 2010 On the first crossing times of a Brownian motion and a family of continuous curves L Alili, P Patie
Comptes Rendus. Mathématique 340 (3), 225-228, 2005
25 2005 A new fluctuation identity for Lévy processes and some applications L Alili, L Chaumont
Bernoulli, 557-569, 2001
23 2001 Canonical decompositions of certain generalized Brownian bridges L Alili
22 2002 On exponential functionals, harmonic potential measures and undershoots of subordinators L Alili, W Jedidi, V Rivero
arXiv preprint arXiv:1310.4955, 2013
21 2013 On a fluctuation identity for random walks and Lévy processes L Alili, L Chaumont, RA Doney
Bulletin of the London Mathematical Society 37 (1), 141-148, 2005
15 2005 Boundary crossing identities for Brownian motion and some nonlinear ODE’s L Alili, P Patie
Proceedings of the American Mathematical Society 142 (11), 3811-3824, 2014
14 2014 On some hyperbolic principal values of brownian local times L Alili
Revista Matemática Iberoamericana, 1997
13 1997 Une identité en loi remarquable pour l’excursion brownienne normalisée L Alili, C Donati-Martin, M Yor
Biblioteca de la revista matematica iberoamericana, 1997
10 1997 On Inversions and Doob h -Transforms of Linear Diffusions L Alili, P Graczyk, T Żak
In Memoriam Marc Yor-Séminaire de Probabilités XLVII, 107-126, 2015
9 2015 Fonctionnelles exponentielles et valeurs principales du mouvement Brownien L Alili
These de l’Université Paris 6, 1995
8 1995 Further results on some singular linear stochastic differential equations L Alili, CT Wu
Stochastic processes and their applications 119 (4), 1386-1399, 2009
7 2009