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Stability and genericity for SPDEs driven by spatially correlated noise
Khaled Bahlali
,
M. Eddahbi
,
Mohamed Mellouk
Journal of Mathematics of Kyoto University, 2008, 48 (4), pp.699-724
Article dans une revue
hal-00325073v1
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Averaging for SDE-BSDE with null recurrent fast component Application to homogenization in a non periodic media
Khaled Bahlali
,
A Elouaflin
,
E Pardoux
Article dans une revue
hal-01188449v1
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Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
Khaled Bahlali
,
Lucian Maticiuc
,
Adrian Zalinescu
Article dans une revue
hal-00998298v1
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Existence and optimality conditions for relaxed mean-field stochastic control problems
Khaled Bahlali
,
Meriem Mezerdi
,
Brahim Mezerdi
Article dans une revue
hal-01824224v1
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Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media
Khaled Bahlali
,
Abouo Elouaflin
,
Etienne Pardoux
Article dans une revue
hal-01516020v1
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Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator
Khaled Bahlali
,
El Hassan Essaky
,
Mohammed Hassani
Article dans une revue
hal-01297352v1
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Homogenization of semi-linear PDEs with discontinuous effective coefficients
Khaled Bahlali
,
Abouo Elouaflin
,
E. Pardoux
Electronic Journal of Probability, 2009, 14, pp.477-499
Article dans une revue
hal-00266406v2
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Quadratic transportation inequalities for SDEs with measurable drift
Khaled Bahlali
,
Soufiane Mouchtabih
,
Ludovic Tangpi
Article dans une revue
hal-02501467v1
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Backward doubly SDEs and SPDEs with superlinear growth generators
Khaled Bahlali
,
Rafika Gatt
,
Badreddine Mansouri
,
Ahmed Mtiraoui
Article dans une revue
hal-01824226v2
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BSDEs driven by $|z|^2/y$ and applications
Khaled Bahlali
,
Ludovic Tangpi
2020
Pré-publication, Document de travail
hal-02554310v1
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A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
Khaled Bahlali
,
Antoine Hakassou
,
Youssef Ouknine
Article dans une revue
hal-01297353v1
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Solving Unbounded Quadratic BSDEs by a Domination Method
Khaled Bahlali
The Graduate Journal of Mathematics, 2020
Article dans une revue
hal-01972711v2
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Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Khaled Bahlali
,
O. Kebiri
,
B. Mezerdi
,
A. Mtiraoui
Article dans une revue
hal-01824474v1
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On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
Khaled Bahlali
,
Farid Chighoub
,
Brahim Mezerdi
Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (2-3), pp.233--249
Article dans une revue
hal-01293278v1
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Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition
Khaled Bahlali
,
Brahim Boufoussi
,
Soufiane Mouchtabih
2022
Pré-publication, Document de travail
hal-03523538v1
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On the relaxed mean-field stochastic control problem
Khaled Bahlali
,
Meriem Mezerdi
,
Brahim Mezerdi
Article dans une revue
hal-01806829v1
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Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients
Khaled Bahlali
,
Ma Diop
,
A Elouaflin
,
A Said
Bulletin des Sciences Mathématiques, 2014, 138 (4), pp.483--509
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hal-01292862v1
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Stochastic optimal control and BSDEs with logarithmic growth
Khaled Bahlali
,
Brahim El Asri
Bulletin des Sciences Mathématiques, 2012, 136 (6), pp.617--637
Article dans une revue
hal-01293277v1
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Optimality conditions for partial information stochastic control problems driven by Lévy processes
Khaled Bahlali
,
Nabil Khelfallah
,
Brahim Mezerdi
Systems and Control Letters, 2012, 61 (11), pp.1079--1084
Article dans une revue
hal-01293279v1
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Existence of optimal controls for systems governed by mean-field stochastic differential equations
Khaled Bahlali
,
Meriem Mezerdi
,
Brahim Mezerdi
Afrika Statistika, 2014, 9, pp.627--645
Article dans une revue
hal-01297354v1
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Backward doubly stochastic differential equations with a superlinear growth generator
Khaled Bahlali
,
Rafika Gatt
,
Badreddine Mansouri
Article dans une revue
hal-01297351v1
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Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations
Khaled Bahlali
,
Omar Kebiri
,
Ahmed Mtiraoui
Article dans une revue
hal-01824225v1
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Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
Khaled Bahlali
,
M’hamed Eddahbi
,
Youssef Ouknine
Article dans une revue
hal-01824223v1
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One dimensional BSDEs with logarithmic growth application to PDEs
Khaled Bahlali
,
Omar Kebiri
,
Nabil Khelfallah
,
Hadjer Moussaoui
Article dans une revue
hal-01806832v1
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Reflected BSDE associated to jump Markov processes and application to PDE
Khaled Bahlali
,
Abdelkarim Oualaid
,
Youssef Ouknine
2020
Pré-publication, Document de travail
hal-03520315v1
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Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
Khaled Bahlali
,
Brahim Boufoussi
,
Soufiane Mouchtabih
Article dans une revue
hal-04172543v1
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Solvability of some quadratic BSDEs without exponential moments
Khaled Bahlali
,
M Hamed Eddahbi
,
Youssef Ouknine
Comptes Rendus. Mathématique, 2013, 351 (5), pp.229--233
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hal-01292864v1
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Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results
Khaled Bahlali
,
M'Hamed Eddahbi
,
Youssef Ouknine
Annals of Probability, 2016
Article dans une revue
hal-01297350v1
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Corrigendum to “Solvability of some quadratic \BSDEs\ without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]
Khaled Bahlali
,
Mʼhamed Eddahbi
,
Youssef Ouknine
Article dans une revue
hal-01297355v1
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Existence of a stochastic optimal control for systems driven by FBSDEs
Khaled Bahlali
,
Boulekhrass Gherbal
,
Brahim Mezerdi
Article dans une revue
istex
hal-01297356v1
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