Dr Larbi Alili
Office No. C1.19, Department of Statistics, The University of Warwick, CV4 7AL, Coventry.
Phone Number 44 (0)24 7657 4809
Fax Number 44 (0)24 7652 4532
Email address L.Alili(at)warwick(dot)ac(dot)uk
His office hours for Term 3 starting from week 2 of the academic year 2011/2012 are
Tuesdays 10:30-11:30;
Wednesdays 10.30:11:30.
Larbi Alili is Associate Professor in Statistics at The University of Warwick. His research interest lies in Stochastic processes, particularly continuous linear diffusions and Lévy processes, and their applications. His topics of interest include the following ones: additive functionals, path properties, exit problems and filtrations. He is also interested in applications to option pricing, dependence structures and insider trading models.
Currently, he is teaching the following courses:
ST202 Stochastic Processes
St402 Risk Theory
ST903 Statistical Methods
For more information and links, you are invited to visit his private homepage located at:
Our Probability Seminars at The University of Warwick include:
- Midlands Probability Theory Seminar
For other events, see the page News and Events of our Department.
