2014

Alili, Larbi and Patie, P.. (2014) Boundary crossing identities for Brownian motion and some nonlinear ode’s. Proceedings of the American Mathematical Society, Volume 142 (Number 11). pp. 3811-3824. ISSN 0002-9939

Alili, Larbi and Wu, Ching-Tang. (2014) Müntz linear transforms of Brownian motion. Electronic Journal of Probability, Volume 19 . Article number 36. ISSN 1083-6489

2010

Alili, Larbi and Patie, P.. (2010) Boundary-crossing identities for diffusions having the time-inversion property. Journal of Theoretical Probability, Vol.23 (No.1). pp. 65-84. ISSN 0894-9840

2009

Alili, Larbi and Wu, Ching-Tang. (2009) Further results on some singular linear stochastic differential equations. Stochastic Processes and their Applications, Vol.119 (No.4). pp. 1386-1399. ISSN 0304-4149

2007

Alili, Larbi and Patie, Pierre. (2007) On the joint law of the L-1 and L-2 norms of a 3-dimensional Bessel bridge. Séminaire de Probabilités XL, Volume 1899 . pp. 247-264. ISSN 0075-8434

2005

Alili, Larbi and Patie, Pierre. (2005) On the first crossing times of a Brownian motion and a family of continuous curves. Comptes Rendus Mathematique, Volume 340 (Number 3). pp. 225-228. ISSN 1631073X

Alili, Larbi, Chaumont, L. and Doney, R. A.. (2005) On a fluctuation identity for random walks and lévy processes. Bulletin of the London Mathematical Society, Volume 37 (Number 1). pp. 141-148. ISSN 0024-6093

Alili, Larbi, Patie, P. and Pedersen, J. L.. (2005) Representations of the first hitting time density of an Ornstein-Uhlenbeck process. Stochastic Models, Volume 21 (Number 4). pp. 967-980. ISSN 1532-6349

Alili, Larbi and Kyprianou, A. E.. (2005) Some remarks on first passage of Lévy processes, the American put and pasting principles. The Annals of Applied Probability, Volume 15 (Number 3). pp. 2062-2080. ISSN 1050-5164

2001

Alili, Larbi. (2001) Canonical decompositions of certain generalized Brownian bridges. Electronic Communications in Probability, Volume 7 . pp. 27-35. Article number 3. ISSN 1083-589X

Alili, Larbi and Doney, R. A.. (2001) Martin boundaries associated with a killed random walk. Annales de l'Institut Henri Poincare (B) Probability and Statistics, Volume 37 (Number 3). pp. 313-338. ISSN 0246-0203

Alili, Larbi, Matsumoto, Hiroyuki and Shiraishi , Tomoyuki. (2001) On a triplet of exponential Brownian functionals. Séminaire de Probabilités XXXV : Lecture Notes in Mathematics, Volume 1755 . pp. 396-415.

Alili, Larbi and Chaumont, Loïc . (2001) A new fluctuation identity for Lévy processes and some applications. Bernoulli, Volume 7 (Number 3). pp. 557-569. ISSN 1350-7265

1999

Alili, Larbi and Chaumont, Loïc. (1999) Some new fluctuation identities for Levy processes. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, Volume 328 (Number 7). pp. 613-616. ISSN 1631-073X

Alili, Larbi and Doney, R. A.. (1999) Wiener-hopf factorization revisited and some applications. Stochastics and Stochastic Reports, Volume 66 (Number 1-2). pp. 87-102. ISSN 1045-1129

1997

Alili, Larbi (1997) On some hyperbolic principal values of Brownian local times. In: Yor, Marc, (ed.) Exponential Functionals and Principal Values related to Brownian Motion. Biblioteca de la Revista Matemática Iberoamericana . Revista Matemática Iberoamericana. ISBN 8460094618