11 citations · 13 across the 6 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…
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…
On the solvability of forward-backward stochastic differential equations driven by Teugels Martingales
Dalila Guerdouh, Nabil Khelfallah, Brahim Mezerdi
We deal with a class of fully coupled forward-backward stochastic differential equations (FBSDE for short), driven by Teugels martingales associated with some Lévy process. Under s…