11 citations · 53 across the 16 of their papers we have counts for
18 papers
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…
Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients
Mohamed Amine Mezerdi, Khaled Bahlali, Nabil Khelfallah +1
We consider various approximation properties for systems driven by a Mc Kean-Vlasov stochastic differential equations (MVSDEs) with continuous coefficients, for which pathwise uniq…
Solving Unbounded Quadratic BSDEs by a Domination Method
Khaled Bahlali
We introduce a domination argument which asserts that: if we can dominate theparameters of a quadratic backward stochastic differential equation (QBSDE) with continuousgenerator fr…
Stability of Mc Kean-Vlasov stochastic differential equations and applications
Khaled Bahlali, Mohamed Amine Mezerdi, Brahim Mezerdi
We consider Mc Kean-Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process…