11 citations · 53 across the 16 of their papers we have counts for
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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…