Louriki Mohammed - Profil du chercheur

Informations du chercheur

Nom complet

Louriki Mohammed

Grade

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 (10 au total)

Diffusion bridge with randomized initial and terminal times and its application to fish migration

Auteur: Hidekazu Yoshioka, Mohammed Louriki

Revue: Chaos, Solitons & Fractals

Année: 2026

DOI: 10.1016/j.chaos.2026.119116

Stopping times in the filtration of a Brownian motion stopped at its last passage time

Auteur: Mohammed Louriki

Revue: Journal of Mathematical Analysis and Applications

Année: 2026

DOI: 10.1016/j.jmaa.2026.130791

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

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Communications (16 au total)

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

Bridges with Random Length and Pinning point for Modelling of Financial Information

Manifestation: The 17th Sydostkonferensen in mathematics, (via Zoom)

Date: 2020-08-25

Organisation: Sweden

Brownian Bridge with Random Length and Pinning point for Modelling of Financial Information

Manifestation: Autumn School on Stochastic Control, BSDEs and Applications

Date: 2019-11-27

Organisation: Sweden

Lévy Process Pinned at Random Time for Modelling of Financial Information

Manifestation: Recent Developments in Stochastics with Applications in Mathematical Physics and Finance

Date: 2019-10-21

Organisation: Tunisia

Gamma Bridges with random length

Manifestation: Workshop in Pure and Applied mathematics

Date: 2019-05-22

Organisation: Sweden

Bridges with random length: Gamma case

Manifestation: Sixth Linnaeus University Workshop in Stochastic Analysis and Applications (LSAA)

Date: 2018-08-06

Organisation: Sweden

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Thèses (0 au total)

Aucune thèse disponible.