4. Mathematics
  5. Probability

Larbi Alili

Mathematics – Probability

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Boundary crossing identities for diffusions having the time inversion property

Mathematics – Probability
Scientific paper

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Further results on some singular linear stochastic differential equations

Mathematics – Probability
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Müntz linear transforms of Brownian motion

Mathematics – Probability
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Some remarks on first passage of Levy processes, the American put and pasting principles

Mathematics – Probability
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