Larbi Alili
- Space and time inversions of stochastic processes and Kelvin transform
2017/04/04 by Larbi Alili, Alili, Larbi, Loïc Chaumont +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · #31C05 (Primary) #60J45 #60J60 (Secondary) #60J65 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and financial applications
- Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
2022/10/04 by Aria Ahari, Ahari, Aria, Larbi Alili +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #35K05 #60J50 #60J60 #FOS: Mathematics #Probability (math.PR) #Quantum chaos and dynamical systems #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications