On the finiteness and tails of perpetuities under a Lamperti-Kiu MAP. - Larbi Alili; David Woodford (J. Appl. Probab., 2021)

Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes. - Aria Ahari; Larbi Alili; Massimiliano Tamborrino (J. Appl. Probab., 2025)