BAHLALI Khaled
Statut: Maître de conférences HdR
Equipe de recherche: Equipe AA
Thèmes de recherche :
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Publicationsscientifiques :
Quadratic transportation inequalities for SDEs with measurable drift
Khaled Bahlali,
Soufiane Mouchtabih,
Ludovic Tangpi
Proceedings of the American Mathematical Society, 2021, ⟨10.1090/proc/15477⟩
Article dans une revue
Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator
Khaled Bahlali,
El Hassan Essaky,
Mohammed Hassani
SIAM Journal on Mathematical Analysis, 2015, 47 (6), pp.4251--4288. ⟨10.1137/130947933⟩
Article dans une revue
Existence and optimality conditions for relaxed mean-field stochastic control problems
Khaled Bahlali,
Meriem Mezerdi,
Brahim Mezerdi
Systems and Control Letters, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩
Article dans une revue
Backward doubly SDEs and SPDEs with superlinear growth generators
Khaled Bahlali,
Rafika Gatt,
Badreddine Mansouri,
Ahmed Mtiraoui
Stochastics and Dynamics, 2016, ⟨10.1142/S0219493717500095⟩
Article dans une revue
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
Khaled Bahlali,
Farid Chighoub,
Brahim Mezerdi
Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (2-3), pp.233--249
Article dans une revue
On the relaxed mean-field stochastic control problem
Khaled Bahlali,
Meriem Mezerdi,
Brahim Mezerdi
Stochastics and Dynamics, 2018, 18 (03), ⟨10.1142/S0219493718500247⟩
Article dans une revue
Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
Khaled Bahlali,
Brahim Boufoussi,
Soufiane Mouchtabih
Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP823⟩
Article dans une revue
A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
Khaled Bahlali,
Antoine Hakassou,
Youssef Ouknine
Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87 (5), pp.806--847. ⟨10.1080/17442508.2015.1012080⟩
Article dans une revue
Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations
Khaled Bahlali,
Omar Kebiri,
Ahmed Mtiraoui
Comptes Rendus. Mathématique, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩
Article dans une revue
Stochastic optimal control and BSDEs with logarithmic growth
Khaled Bahlali,
Brahim El Asri
Bulletin des Sciences Mathématiques, 2012, 136 (6), pp.617--637
Article dans une revue
Optimality conditions for partial information stochastic control problems driven by Lévy processes
Khaled Bahlali,
Nabil Khelfallah,
Brahim Mezerdi
Systems and Control Letters, 2012, 61 (11), pp.1079--1084
Article dans une revue
Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
Khaled Bahlali,
M’hamed Eddahbi,
Youssef Ouknine
Annals of Probability, 2017, 45 (4), pp.2377 - 2397. ⟨10.1214/16-AOP1115⟩
Article dans une revue
Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients
Khaled Bahlali,
Ma Diop,
A Elouaflin,
A Said
Bulletin des Sciences Mathématiques, 2014, 138 (4), pp.483--509
Article dans une revue
Solvability of some quadratic BSDEs without exponential moments
Khaled Bahlali,
M Hamed Eddahbi,
Youssef Ouknine
Comptes Rendus. Mathématique, 2013, 351 (5), pp.229--233
Article dans une revue
One dimensional BSDEs with logarithmic growth application to PDEs
Khaled Bahlali,
Omar Kebiri,
Nabil Khelfallah,
Hadjer Moussaoui
Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (6-7), pp.1061 - 1081. ⟨10.1080/17442508.2017.1311900⟩
Article dans une revue
Genericity in Deterministic and Stochastic Differential Equations
Jean-Jacques Alibert,
Khaled Bahlali
Séminaire de Probabilités XXXV, 2001, 1755, pp.220-240
Article dans une revue
Existence of optimal controls for systems governed by mean-field stochastic differential equations
Khaled Bahlali,
Meriem Mezerdi,
Brahim Mezerdi
Afrika Statistika, 2014, 9, pp.627--645
Article dans une revue
Homogenization of semi-linear PDEs with discontinuous effective coefficients
Khaled Bahlali,
Abouo Elouaflin,
E. Pardoux
Electronic Journal of Probability, 2009, 14, pp.477-499
Article dans une revue
Backward doubly stochastic differential equations with a superlinear growth generator
Khaled Bahlali,
Rafika Gatt,
Badreddine Mansouri
Comptes Rendus. Mathématique, 2015, 353, pp.25 - 30. ⟨10.1016/j.crma.2014.10.008⟩
Article dans une revue
Stability and genericity for SPDEs driven by spatially correlated noise
Khaled Bahlali,
M. Eddahbi,
Mohamed Mellouk
Journal of Mathematics of Kyoto University, 2008, 48 (4), pp.699-724
Article dans une revue
Existence of a stochastic optimal control for systems driven by FBSDEs
Khaled Bahlali,
Boulekhrass Gherbal,
Brahim Mezerdi
Systems and Control Letters, 2011, 60 (5), pp.344 - 349. ⟨10.1016/j.sysconle.2011.02.011⟩
Article dans une revue
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Khaled Bahlali,
O. Kebiri,
B. Mezerdi,
A. Mtiraoui
Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩
Article dans une revue
Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results
Corrigendum to “Solvability of some quadratic \BSDEs\ without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]
Khaled Bahlali,
Mʼhamed Eddahbi,
Youssef Ouknine
Comptes Rendus. Mathématique, 2013, 351 (11–12), pp.489 -. ⟨10.1016/j.crma.2013.07.006⟩
Article dans une revue
Reflected BSDE associated to jump Markov processes and application to PDE
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
Khaled Bahlali,
Lucian Maticiuc,
Adrian Zalinescu
Electronic Journal of Probability, 2013, 18 (102), pp.1-19. ⟨10.1214/EJP.v18-2467⟩
Article dans une revue
Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition
Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *
Khaled Bahlali,
Brahim Boufoussi,
Soufiane Mouchtabih
Stochastics and Dynamics, 2021, ⟨10.1142/S0219493721500532⟩
Article dans une revue
