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
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
SIAM Journal on Mathematical Analysis, 2015, 47 (6), pp.4251--4288. ⟨10.1137/130947933⟩
Article dans une revue
Backward doubly SDEs and SPDEs with superlinear growth generators
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
Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (2-3), pp.233--249
Article dans une revue
Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP823⟩
Article dans une revue
Existence and optimality conditions for relaxed mean-field stochastic control problems
Systems and Control Letters, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩
Article dans une revue
On the relaxed mean-field stochastic control problem
Stochastics and Dynamics, 2018, 18 (03), ⟨10.1142/S0219493718500247⟩
Article dans une revue
Stochastic optimal control and BSDEs with logarithmic growth
Bulletin des Sciences Mathématiques, 2012, 136 (6), pp.617--637
Article dans une revue
Solvability of some quadratic BSDEs without exponential moments
Comptes Rendus. Mathématique, 2013, 351 (5), pp.229--233
Article dans une revue
Optimality conditions for partial information stochastic control problems driven by Lévy processes
Systems and Control Letters, 2012, 61 (11), pp.1079--1084
Article dans une revue
Genericity in Deterministic and Stochastic Differential Equations
Séminaire de Probabilités XXXV, 2001, 1755, pp.220-240
Article dans une revue
A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
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
Comptes Rendus. Mathématique, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩
Article dans une revue
Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients
Bulletin des Sciences Mathématiques, 2014, 138 (4), pp.483--509
Article dans une revue
Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
Annals of Probability, 2017, 45 (4), pp.2377 - 2397. ⟨10.1214/16-AOP1115⟩
Article dans une revue
Existence of optimal controls for systems governed by mean-field stochastic differential equations
Afrika Statistika, 2014, 9, pp.627--645
Article dans une revue
Existence of a stochastic optimal control for systems driven by FBSDEs
Systems and Control Letters, 2011, 60 (5), pp.344 - 349. ⟨10.1016/j.sysconle.2011.02.011⟩
Article dans une revue
One dimensional BSDEs with logarithmic growth application to PDEs
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
Homogenization of semi-linear PDEs with discontinuous effective coefficients
Electronic Journal of Probability, 2009, 14, pp.477-499
Article dans une revue
Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results
Annals of Probability, 2016
Article dans une revue
Corrigendum to “Solvability of some quadratic \BSDEs\ without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]
Comptes Rendus. Mathématique, 2013, 351 (11–12), pp.489 -. ⟨10.1016/j.crma.2013.07.006⟩
Article dans une revue
Backward doubly stochastic differential equations with a superlinear growth generator
Comptes Rendus. Mathématique, 2015, 353, pp.25 - 30. ⟨10.1016/j.crma.2014.10.008⟩
Article dans une revue
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩
Article dans une revue
Stability and genericity for SPDEs driven by spatially correlated noise
Journal of Mathematics of Kyoto University, 2008, 48 (4), pp.699-724
Article dans une revue
Reflected BSDE associated to jump Markov processes and application to PDE
2020
Pré-publication, Document de travail
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
Electronic Journal of Probability, 2013, 18 (102), pp.1-19. ⟨10.1214/EJP.v18-2467⟩
Article dans une revue
Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *
Stochastics and Dynamics, 2021, ⟨10.1142/S0219493721500532⟩
Article dans une revue
Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition
2022
Pré-publication, Document de travail
Solving Unbounded Quadratic BSDEs by a Domination Method
The Graduate Journal of Mathematics, 2020
Article dans une revue