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Informations du chercheur

Nom complet

Louriki Mohammed

Grade

PA

Spécialité

Mathematics

Thématique de recherche

Stochastic analysis and Mathematical Finance

Laboratoire

Laboratoire Ibn Al Banna de Mathématiques et applications

Établissement

Faculté des Sciences Semlalia Marrakech

Ouvrages (0 au total)

Aucun ouvrage disponible.

Projets (0 au total)

Aucun projet disponible.

Publications (8 au total)

The impact of pinning points on memorylessness in Lévy random bridges

Auteur: Mohammed Louriki

Revue: Journal of Applied Probability

Année: 2024

DOI: 10.1017/jpr.2024.51

Information-based approach: Pricing of a credit risky asset in the presence of default time

Auteur: Mohammed Louriki

Revue: Probability, Uncertainty and Quantitative Risk

Année: 2024

DOI: 10.3934/puqr.2024018

Epidemic modelling by birth-death processes with spatial scaling

Auteur: Ihsan Arharas, Mohamed El Fatini, Mohammed Louriki, Roger Pettersson

Revue: Journal of Mathematics in Industry

Année: 2024

DOI: 10.1186/s13362-024-00152-x

Brownian bridge with random length and pinning point for modelling of financial information

Auteur: Mohammed Louriki

Revue: Stochastics

Année: 2022

DOI: 10.1080/17442508.2021.2017438

Epidemic modeling: Diffusion approximation vs. stochastic differential equations allowing reflection

Auteur: Mohamed El Fatini, Mohammed Louriki, Roger Pettersson, Zarife Zararsiz

Revue: International Journal of Biomathematics

Année: 2021

DOI: 10.1142/s1793524521500364

On a Lévy process pinned at random time

Auteur: Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki

Revue: Forum Mathematicum

Année: 2020

DOI: 10.1515/forum-2019-0324

Bridges with Random Length: Gamma Case

Auteur: Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki

Revue: Journal of Theoretical Probability

Année: 2019

DOI: 10.1007/s10959-019-00955-4

Bridges with Random Length: Gaussian-Markovian Case

Auteur: Mohamed Erraoui, Mohammed Louriki

Revue: Markov Processes And Related Fields

Année: 2018

DOI: https://doi.org/10.48550/arXiv.1711.02467

Communications (14 au total)

Decomposition of Stopping Times through the Feller Property in an Information-Based Model

Manifestation: International Conference on Probability and Stochastic Finance

Date: 2025-05-23

Organisation: Marrakech, Morocco

A Modified Lévy-Based Information Process for Modeling Non-Markovian Information Flow

Manifestation: Moroccan-Swedish Conference on Stochastic Analysis

Date: 2025-05-05

Organisation: Grand Mogador Agdal Hotel in Marrakesh, Morocco

On the Classification and Decomposition of Stopping Times in an Information-Based Model via Feller Property

Manifestation: Perspectives in Mathematics (Hassan II Academy of Science and Technology))

Date: 2024-10-29

Organisation: Morocco

On the Classification and Decomposition of Stopping Times in an Information-Based Model via Feller Property

Manifestation: Stochastics in Mathematical Finance and Physics Conference

Date: 2024-10-21

Organisation: Tunisia

Lévy Random Bridges: Modeling Information Flow and Analyzing the Impact of Pinning Points on Memorylessness

Manifestation: Linnaeus Workshop on Stochastic Analysis and Applications

Date: 2024-07-01

Organisation: Sweden

Lévy Bridges with Random Length for Modelling of the Financial Information,

Manifestation: Euro-Maghreb International Research Network in Mathematics

Date: 2023-10-04

Organisation: Italy

On an Extension of the Brownian Bridge with Applications in Finance

Manifestation: The 7th African International Conference on Statistics

Date: 2023-06-15

Organisation: Morocco

Lévy Bridge with Random Length Motivated by Information-Based Models

Manifestation: Marrakesh International Workshop on Random Fractals and Markov Processes

Date: 2022-11-25

Organisation: Morocco

Lévy Process Pinned at Random Time Motivated by Information-Based Models

Manifestation: Linnaeus-Maghreb Workshop in Stochastic Analysis

Date: 2022-11-16

Organisation: Sweden

Thèses (0 au total)

Aucune thèse disponible.