2021

Alili, Larbi, Bartholmé, Carine, Chaumont, Loïc, Patie, Pierre, Savov, Mladen and Vakeroudis, Stavros (2021) On Doney’s striking factorization of the Arc-Sine Law. In: Chaumont, L. and Kyprianou, A. E., (eds.) A Lifetime of Excursions Through Random Walks and Lévy Processes. Progress in Probability, 78 . Cham: Birkhäuser, pp. 43-58. ISBN 9783030833084

Alili, Larbi and Woodford, David (2021) On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP. Journal of Applied Probability, 58 (4). pp. 1086-1113. doi:10.1017/jpr.2021.24

2019

Alili, Larbi and Aylwin, Andrew (2019) On the semi-group of a scaled skew Bessel process. Statistics & Probability Letters, 145 . pp. 96-102. doi:10.1016/j.spl.2018.08.014

Alili, Larbi, Chaumont, L., Graczyk, P. and Żak, T. (2019) Space and time inversions of stochastic processes and Kelvin transform. Mathematische Nachrichten, 292 (2). pp. 252-272. doi:10.1002/mana.201700152

2018

Alili, Larbi and Matsumoto, Hiroyuki (2018) Further studies on square-root boundaries for Bessel processes. Electronic communications in probability, 23 . 39. doi:10.1214/18-ECP139

2017

Alili, Larbi, Chaumont, Loïc, Graczyk, Piotr and Żak, Tomasz (2017) Inversion, duality and Doob h-transforms for self-similar Markov processes. Electronic Journal of Probability, 22 . 20. doi:10.1214/17-EJP33

2015

Alili, Larbi, Graczyk, P. (Piotr) and Żak, Tomasz (2015) On inversions and Doob h-transforms of linear diffusions. In: In memoriam Marc Yor : séminaire de probabilités XLVII. Switzerland: Springer, pp. 107-126. ISBN 9783319185842

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. doi:10.1090/S0002-9939-2014-12194-0

Alili, Larbi and Wu, Ching-Tang (2014) Müntz linear transforms of Brownian motion. Electronic Journal of Probability, Volume 19 . Article number 36. doi:10.1214/EJP.v19-2424

Alili, Larbi, Jedidi, Wissem and Rivero, Victor (2014) On exponential functionals, harmonic potential measures and undershoots of subordinators. ALEA : Latin American Journal of Probability and Mathematical Statistics , 11 (2). pp. 711-735.

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. doi:10.1007/s10959-009-0245-3

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. doi:10.1016/j.spa.2008.07.004

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.

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. doi:10.1016/j.crma.2004.11.008

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. doi:10.1112/S0024609304003789

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. doi:10.1080/15326340500294702

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. doi:10.1214/105051605000000377

2002

Alili, Larbi (2002) Canonical decompositions of certain generalized Brownian bridges. Electronic Communications in Probability, Volume 7 . pp. 27-35. Article number 3. doi:10.1214/ECP.v7-1044

2001

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. doi:10.1016/S0246-0203(00)01069-4

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. doi:10.1007/978-3-540-44671-2_27

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

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. doi:10.1016/S0764-4442(99)80256-0

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. doi:10.1080/17442509908834187

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

Alili, Larbi, Dufresne, Daniel and Yor, Marc (1997) Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift. In: Exponential functionals and principal values related to Brownian Motion. Madrid: Biblioteca de la revista matematica iberoamericana, pp. 3-14. ISBN 9788460094616

Alili, Larbi, Donati-Martin, Catherine and Yor, Marc (1997) Une identité en loi remarquable pour l’excursion brownienne normalisée. In: Exponential functionals and principal values related to Brownian Motion. Madrid: Biblioteca de la revista matematica iberoamericana. ISBN 9788460094616

Alili, Larbi and Gruet, J. C. (1997) An explanation of a generalized Bougerol's identity in terms of hyperbolic geometry. In: Yor, Marc Jean, (ed.) Exponential functionals and principal values related to Brownian Motion. Madrid: Biblioteca de la revista matematica iberoamericana. ISBN 9788460094616