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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
Stochastic Processes and their Applications, 2017, ⟨10.1016/j.spa.2016.08.001⟩
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
Electronic Journal of Probability, 2013, 18 (102), pp.1-19. ⟨10.1214/EJP.v18-2467⟩
Article dans une revue hal-00998298v1

Existence and optimality conditions for relaxed mean-field stochastic control problems

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi
Systems and Control Letters, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩
Article dans une revue hal-01824224v1

Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media

Khaled Bahlali , Abouo Elouaflin , Etienne Pardoux
Stochastic Processes and their Applications, 2017, 127, pp.1321-1353. ⟨10.1016/j.spa.2016.08.001⟩
Article dans une revue hal-01516020v1

Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

Khaled Bahlali , El Hassan Essaky , Mohammed Hassani
SIAM Journal on Mathematical Analysis, 2015, 47 (6), pp.4251--4288. ⟨10.1137/130947933⟩
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
Proceedings of the American Mathematical Society, 2021, ⟨10.1090/proc/15477⟩
Article dans une revue hal-02501467v1

Backward doubly SDEs and SPDEs with superlinear growth generators

Khaled Bahlali , Rafika Gatt , Badreddine Mansouri , Ahmed Mtiraoui
Stochastics and Dynamics, 2016, ⟨10.1142/S0219493717500095⟩
Article dans une revue hal-01824226v2

BSDEs driven by $|z|^2/y$ and applications

Khaled Bahlali , Ludovic Tangpi
2020
Pré-publication, Document de travail hal-02554310v1

A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Khaled Bahlali , Antoine Hakassou , Youssef Ouknine
Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87 (5), pp.806--847. ⟨10.1080/17442508.2015.1012080⟩
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

Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient

Khaled Bahlali , O. Kebiri , B. Mezerdi , A. Mtiraoui
Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩
Article dans une revue hal-01824474v1

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

On the relaxed mean-field stochastic control problem

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi
Stochastics and Dynamics, 2018, 18 (03), ⟨10.1142/S0219493718500247⟩
Article dans une revue hal-01806829v1

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
Article dans une revue hal-01292862v1

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

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

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

Backward doubly stochastic differential equations with a superlinear growth generator

Khaled Bahlali , Rafika Gatt , Badreddine Mansouri
Comptes Rendus. Mathématique, 2015, 353, pp.25 - 30. ⟨10.1016/j.crma.2014.10.008⟩
Article dans une revue hal-01297351v1

Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations

Khaled Bahlali , Omar Kebiri , Ahmed Mtiraoui
Comptes Rendus. Mathématique, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩
Article dans une revue hal-01824225v1

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
Annals of Probability, 2017, 45 (4), pp.2377 - 2397. ⟨10.1214/16-AOP1115⟩
Article dans une revue hal-01824223v1

One dimensional BSDEs with logarithmic growth application to PDEs

Khaled Bahlali , Omar Kebiri , Nabil Khelfallah , Hadjer Moussaoui
Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (6-7), pp.1061 - 1081. ⟨10.1080/17442508.2017.1311900⟩
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

Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih
Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP823⟩
Article dans une revue hal-04172543v1

Solvability of some quadratic BSDEs without exponential moments

Khaled Bahlali , M Hamed Eddahbi , Youssef Ouknine
Comptes Rendus. Mathématique, 2013, 351 (5), pp.229--233
Article dans une revue hal-01292864v1

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

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
Comptes Rendus. Mathématique, 2013, 351 (11–12), pp.489 -. ⟨10.1016/j.crma.2013.07.006⟩
Article dans une revue hal-01297355v1

Existence of a stochastic optimal control for systems driven by FBSDEs

Khaled Bahlali , Boulekhrass Gherbal , Brahim Mezerdi
Systems and Control Letters, 2011, 60 (5), pp.344 - 349. ⟨10.1016/j.sysconle.2011.02.011⟩
Article dans une revue istex hal-01297356v1