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researcher

M. Ben Alaya

14 papers hereh-index 00 citations0 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author10
  • middle author3

Across the 13 of 14 papers where every author was matched, so the position is known.

fields
  • math.ST7
  • math.PR5
  • q-bio.PE1
  • q-fin.ST1
same name
  • M. Ben Alaya — 1 paper, h 11

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142024
most citedCentral limit theorem for the multilevel Monte Carlo Euler method

35 citations · 41 across the 11 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.PR2014

Importance Sampling and Statistical Romberg Method for Lévy Processes

M. Ben Alaya, K. Hajji, A. Kebaier

An important family of stochastic processes arising in many areas of applied probability is the class of Lévy processes. Generally, such processes are not simulatable especially fo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.