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20182022
most citedA note on Harnack and Transportation inequalities For Stochastic Differential Equations with reflections

3 citations · 3 across the 2 of their papers we have counts for

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math.PR2020

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…

math.PR2020

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…