3 citations · 3 across the 2 of their papers we have counts for
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Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition
Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih
We consider a system of semilinear partial differential equations (PDEs) with a nonlinearity depending on both the solution and its gradient. The Neumann boundary condition depends…
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…
Controllability of Neutral Stochastic Functional Integro-Differential Equations Driven by Fractional Brownian Motion with Hurst Parameter Lesser than 1/2
Brahim Boufoussi, Soufiane Mouchtabih
In this article we investigate the controllability for neutral stochastic functional integro-differential equations with finite delay, driven by a fractional Brownian motion with H…
On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion
B. Boufoussi, S. Hajji, S. Mouchtabih
In this paper, we study the existence and uniqueness of mild solution for a stochastic neutral partial functional integro-differential equation with delay in a Hilbert space driven…