3 citations · 3 across the 1 of their papers we have counts for
3 papers
Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *
Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalize…
Quadratic transportation inequalities for SDEs with measurable drift
Khaled Bahlali, Soufiane Mouchtabih, Ludovic Tangpi
Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We s…
A note on Harnack and Transportation inequalities For Stochastic Differential Equations with reflections
Brahim Boufoussi, Soufiane Mouchtabih
We establish transportation cost inequalities, with respect to the uniform and -metric, on the path space of continuous functions, for laws of solutions of stochastic differen…