| 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 |
Pierre PatieUniversity of CornellVerified email at cornell.edu
