Concepedia

Mohamed Ben Alaya

MB

4

Publications

142

Citations

4

H-Index

1993

Active since

Affiliations

Laboratoire Analyse, Géométrie et Applications(Current)

Sorbonne Paris Cité

Université Sorbonne Paris Nord

Université Paris Cité

Centre National de la Recherche Scientifique

Mohamed Ben Alaya is an author at Laboratoire Analyse, Géométrie et Applications specializing in engineering, stochastic calculus, and probability theory.

ORCID

Top concepts

Publications per year

1993–2014

4

Publications

4

Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases

Mohamed Ben Alaya, Ahmed Kebaier · Stochastic Models · 2012 · 49 citations

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Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions

Mohamed Ben Alaya, Ahmed Kebaier · Stochastic Analysis and Applications · 2013 · 48 citations · Full text

Central limit theorem for the multilevel Monte Carlo Euler method

Mohamed Ben Alaya, Ahmed Kebaier · The Annals of Applied Probability · 2014 · 35 citations · Full text

On the simulation of expectations of random variables depending on a stopping time

Mohamed Ben Alaya · Stochastic Analysis and Applications · 1993 · 10 citations

, , +15

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