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1

Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient

Khaled Bahlali, Saı¨d Hamadène, Brahim Mezerdi

Journal:

Stochastic Processes and their Applications

Year:

2005

Language:

english

File:

PDF, 345 KB

english, 2005

2

Backward stochastic differential equations with locally Lipschitz coefficient

Journal:

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Year:

2001

Language:

french

File:

PDF, 106 KB

french, 2001

3

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†

Bahlali, Khaled, Chighoub, Farid, Mezerdi, Brahim

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2012

Language:

english

File:

PDF, 192 KB

english, 2012

4

Stability of McKean–Vlasov stochastic differential equations and applications

Bahlali, Khaled, Mezerdi, Mohamed Amine, Mezerdi, Brahim

Journal:

Stochastics and Dynamics

Year:

2019

Language:

english

File:

PDF, 220 KB

english, 2019

5

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Bahlali, Khaled, Eddahbi, M’hamed, Ouknine, Youssef

Journal:

The Annals of Probability

Year:

2017

Language:

english

File:

PDF, 210 KB

english, 2017

6

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

Bahlali, Khaled, Mezerdi, Meriem, Mezerdi, Brahim

Journal:

Systems & Control Letters

Year:

2017

Language:

english

File:

PDF, 469 KB

english, 2017

7

Existence of optimal controls for systems driven by FBSDEs

Khaled Bahlali, Boulekhrass Gherbal, Brahim Mezerdi

Journal:

Systems & Control Letters

Year:

2011

Language:

english

File:

PDF, 258 KB

english, 2011

8

Stability and genericity for spde's driven by spatially correlated noise

Bahlali, Khaled, Eddahbi, M'hamed

Journal:

Journal of Mathematics of Kyoto University

Year:

2008

Language:

english

File:

PDF, 246 KB

english, 2008

9

Some properties of solutions of stochastic differential equations driven by semi-martingales

BAHLALI, Khaled, MEZERDI, Brahim

Journal:

Random Operators and Stochastic Equations

Year:

2001

Language:

english

File:

PDF, 1.13 MB

english, 2001

10

Stochastic optimal control and BSDEs with logarithmic growth

Khaled Bahlali, Brahim El Asri

Journal:

Bulletin des Sciences Mathématiques

Year:

2012

Language:

english

File:

PDF, 207 KB

english, 2012

11

Corrigendum to “Solvability of some quadratic BSDEs without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]

Bahlali, Khaled, Eddahbi, Mʼhamed, Ouknine, Youssef

Journal:

Comptes Rendus Mathematique

Year:

2013

Language:

english

File:

PDF, 141 KB

english, 2013

12

Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs

Bahlali, Khaled, Maticiuc, Lucian, Zalinescu, Adrian

Journal:

Electronic Journal of Probability

Year:

2013

Language:

english

File:

PDF, 370 KB

english, 2013

13

Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs

Khaled Bahlali, Nabil Khelfallah, Brahim Mezerdi

Journal:

Systems & Control Letters

Year:

2009

Language:

english

File:

PDF, 1.39 MB

english, 2009

14

On the Stochastic Maximum Principle in

Khaled Bahlali, Boualem Djehiche, Brahim Mezerdi

Journal:

Applied Mathematics & Optimization

Year:

2007

Language:

english

File:

PDF, 381 KB

english, 2007

15

A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients

Bahlali, Khaled, Mezerdi, Brahim, Ouknine, Youssef

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2002

Language:

english

File:

PDF, 1.82 MB

english, 2002

16

Solvability of some quadratic BSDEs without exponential moments

Bahlali, Khaled, Eddahbi, Mʼhamed, Ouknine, Youssef

Journal:

Comptes Rendus Mathematique

Year:

2013

File:

PDF, 156 KB

2013

17

On the relaxed mean-field stochastic control problem

Bahlali, Khaled, Mezerdi, Meriem, Mezerdi, Brahim

Journal:

Stochastics and Dynamics

Year:

2017

Language:

english

File:

PDF, 276 KB

english, 2017

18

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

Bahlali, Khaled, Hakassou, Antoine, Ouknine, Youssef

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2015

Language:

english

File:

PDF, 296 KB

english, 2015

19

Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient

BAHLALI, Khaled, ESSAKY, El Hassan, OUKNINE, Youssef

Journal:

Random Operators and Stochastic Equations

Year:

2002

Language:

english

File:

PDF, 1.28 MB

english, 2002

20

Optimality conditions for partial information stochastic control problems driven by Lévy processes

Bahlali, Khaled, Khelfallah, Nabil, Mezerdi, Brahim

Journal:

Systems & Control Letters

Year:

2012

Language:

english

File:

PDF, 233 KB

english, 2012

21

Flows of homeomorphisms of stochastic differential equations with measurable drift

Bahlali, Khaled

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1999

Language:

english

File:

PDF, 942 KB

english, 1999

22

Some generic properties in backward stochastic differential equations with continuous coefficient

Bahlali, Khaled, Mezerdi, Brahim, Ouknine, Youssef

Journal:

Monte Carlo Methods and Applications

Year:

2001

Language:

english

File:

PDF, 964 KB

english, 2001

23

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

Bahlali, Khaled, Kebiri, Omar, Mtiraoui, Ahmed

Journal:

Comptes Rendus Mathematique

Year:

2017

File:

PDF, 484 KB

2017

24

Backward doubly stochastic differential equations with a superlinear growth generator

Bahlali, Khaled, Gatt, Rafika, Mansouri, Badreddine

Journal:

Comptes Rendus Mathematique

Year:

2015

Language:

french

File:

PDF, 266 KB

french, 2015

25

Backward doubly SDEs and SPDEs with superlinear growth generators

Bahlali, Khaled, Gatt, Rafika, Mansouri, Badreddine, Mtiraoui, Ahmed

Journal:

Stochastics and Dynamics

Year:

2016

Language:

english

File:

PDF, 335 KB

english, 2016

26

Existence and optimality conditions in stochastic control of linear BSDEs

Bahlali, Khaled, Gherbal, Boulakhrass, Mezerdi, Brahim

Journal:

Random Operators and Stochastic Equations

Year:

2010

Language:

english

File:

PDF, 229 KB

english, 2010

27

Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient

Bahlali, Khaled

Journal:

Electronic Communications in Probability

Year:

2002

Language:

english

File:

PDF, 130 KB

english, 2002

28

Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

Khaled Bahlali, E.H Essaky, M Hassani, Etienne Pardoux

Journal:

Comptes Rendus Mathematique

Year:

2002

Language:

french

File:

PDF, 77 KB

french, 2002

29

Transportation cost inequality for backward stochastic differential equations

Bahlali, Khaled, Boufoussi, Brahim, Mouchtabih, Soufiane

Journal:

Statistics & Probability Letters

Year:

2019

Language:

english

File:

PDF, 306 KB

english, 2019

30

The maximum principle for optimal control of diffusions with non-smooth coefficients

Bahlali, Khaled, Mezerdi, Brahim, Ouknine, Youssef

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

1996

Language:

english

File:

PDF, 458 KB

english, 1996

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