K. Bahlali

发表

BSDE associated with Lévy processes and application to PDIE

K. Bahlali, M. Eddahbi, E. Essaky, 2003 .

Existence and optimality conditions in stochastic control of linear BSDEs

Brahim Mezerdi, Khaled Bahlali, K. Bahlali, 2010 .

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

K. Bahlali, Ludovic Tangpi, 2018, 1810.05664.

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

K. Bahlali, B. Mezerdi, F. Chighoub, 2012 .

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

K. Bahlali, B. Mezerdi, S. Hamadène, 2005 .

Optimality necessary conditions in singular stochastic control problems with nonsmooth data

Boualem Djehiche, K. Bahlali, B. Mezerdi, 2009 .

On the relaxed mean-field stochastic control problem

K. Bahlali, B. Mezerdi, Meriem Mezerdi, 2017, 1702.00464.

Existence of optimal controls for systems governed by mean-field stochastic differential equations

K. Bahlali, B. Mezerdi, Meriem Mezerdi, 2014 .

2 Existence of optimal relaxed controls 2 . 1 Controlled mean eld stochastic di ¤ erential equations

K. Bahlali, B. Mezerdi, Meriem Mezerdi, 2014 .

Existence and optimality necessary conditions for general stochastic mean-…eld control problems

K. Bahlali, B. Mezerdi, Meriem Mezerdi, 2014 .

Pathwise uniqueness and approximation of solutions of stochastic differential equations

Brahim Mezerdi, Khaled Bahlali, Youssef Ouknine, 1998 .

Some generic properties of stochastic differential equations

K. Bahlali, B. Mezerdi, Y. Ouknine, 1996 .

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

K. Bahlali, B. Mezerdi, O. Kebiri, 2017, 1702.00194.

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

K. Bahlali, O. Kebiri, A. Mtiraoui, 2017 .

Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations

K. Bahlali, Y. Ouknine, Abdelkarim Oualaid, 2022, Journal of Theoretical Probability.

p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities

K. Bahlali, E. Essaky, M. Hassani, 2010, 1007.2388.

Stability of McKean–Vlasov stochastic differential equations and applications

K. Bahlali, B. Mezerdi, Mohamed Amine Mezerdi, 2019, Stochastics and Dynamics.

Stochastic optimal control and BSDEs with logarithmic growth

Brahim El Asri, K. Bahlali, 2011, 1111.1298.

Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

K. Bahlali, E. Essaky, Y. Ouknine, 2004 .

BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOCHASTIC MONOTONE

K. Bahlali, A. Elouaflin, ANDM. N’ZI, 2014 .

Backward stochastic differential equations with stochastic monotone coefficients.

K. Bahlali, M. N’zi, A. Elouaflin, 2004 .

Reflected Backward Stochastic Differential Equation with Super-Linear Growth

K. Bahlali, E. Essaky, B. Labed, 2004 .

Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

K. Bahlali, E. Essaky, M. Hassani, 2015, SIAM J. Math. Anal..

Averaging for SDE-BSDE with null recurrent fast component Application to homogenization in a non periodic media

É. Pardoux, K. Bahlali, A. Elouaflin, 2015, 1508.07696.

Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients

K. Bahlali, M. Diop, A. Said, 2014 .

Homogenization of semilinear PDEs with discontinuous averaged coefficients

Etienne Pardoux, Khaled Bahlali, É. Pardoux, 2009 .

Homogenization of semi-linear PDEs with discontinuous effective coefficients

É. Pardoux, K. Bahlali, A. Elouaflin, 2008, 0803.3499.

Homogenization for semi-linear PDE with discontinuous coefficients

É. Pardoux, K. Bahlali, A. Elouaflin, 2008 .

Uniqueness of L p solutions for multidimensional BSDEs and for systems of degenerate parabolic PDEs with superlinear growth generator

K. Bahlali, E. Essaky, M. Hassani, 2012 .

L p-SOLUTIONS TO BSDES WITH SUPER-LINEAR GROWTH COEFFICIENT . APPLICATION TO DEGENERATE SEMILINEAR PDES

É. Pardoux, K. Bahlali, E. Essaky, 2006 .

Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients

K. Bahlali, N. Khelfallah, B. Mezerdi, 2019, 1909.13699.

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

Brahim Mezerdi, Khaled Bahlali, Meriem Mezerdi, 2017, Syst. Control. Lett..

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

Etienne Pardoux, Khaled Bahlali, El Hassan Essaky, 2002 .

Backward stochastic differential equations with locally Lipschitz coefficient

K. Bahlali, 2001 .

Quadratic transportation inequalities for SDEs with measurable drift

K. Bahlali, Ludovic Tangpi, S. Mouchtabih, 2020, 2003.03995.

Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient

K. Bahlali, 2002 .

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

K. Bahlali, Y. Ouknine, Antoine Hakassou, 2015, 1502.04915.

Quadratic BSDEs with L 2 -terminal data Existence results, Krylov's estimate and Itô-Krylov's formula ∗

K. Bahlali, M. Eddahbi, Y. Ouknine, 2014 .

Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients

K. Bahlali, B. Boufoussi, S. Mouchtabih, 2020, 2003.07263.

Flows of homeomorphisms of stochastic differential equations with measurable drift

K. Bahlali, 1999 .

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

K. Bahlali, B. Mezerdi, 2001 .

Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows

K. Bahlali, B. Mezerdi, 1996 .

Existence of optimal controls for systems driven by FBSDEs

K. Bahlali, B. Mezerdi, Boulekhrass Gherbal, 2011, Syst. Control. Lett..

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

Brahim Mezerdi, Khaled Bahlali, Nabil Khelfallah, 2009, Syst. Control. Lett..

Backward doubly SDEs and SPDEs with superlinear growth generators

K. Bahlali, B. Mansouri, A. Mtiraoui, 2017 .

Backward doubly stochastic differential equations with a superlinear growth generator

K. Bahlali, B. Mansouri, R. Gatt, 2015 .

Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient

K. Bahlali, E. Essaky, Y. Ouknine, 2002 .