Khaled Bahlali

Université de Toulon — France

Economics, Econometrics and Finance · Social Sciences

16h-index809citations81works0.02yr avg
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Research Topics

Stochastic processes and financial applications(71), Advanced Mathematical Modeling in Engineering(22), Mathematical Biology Tumor Growth(20), Stability and Controllability of Differential Equations(14), Insurance, Mortality, Demography, Risk Management(14)

Publications81 total

On optimal control of coupled mean-field forward-backward stochastic equations
Random Operators and Stochastic Equations·2024
Weak solutions to coupled quadratic forward backward stochastic differential equations and Sobolev solutions to their related partial differential equations
Mathematical Methods in the Applied Sciences·2024
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations
Journal of Theoretical Probability·2022
Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition
arXiv (Cornell University)·2022Open Access
Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
Electronic Journal of Probability·2022Open Access
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]
Statistics & Probability Letters·2021
Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients
Stochastics and Dynamics·2021· 1 citedOpen Access
Quadratic transportation inequalities for SDEs with measurable drift
Proceedings of the American Mathematical Society·2021Open Access
Reflected BSDE associated to jump Markov processes and application to PDE
HAL (Le Centre pour la Communication Scientifique Directe)·2020Open Access
Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *
arXiv (Cornell University)·2020Open Access
Penalization for a PDE with a Nonlinear Neumann boundary condition and\n measurable coefficients *
arXiv (Cornell University)·2020Open Access
Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients
Authorea·2020· 1 citedOpen Access
Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients
arXiv (Cornell University)·2019Open Access
Transportation cost inequality for backward stochastic differential equations
Statistics & Probability Letters·2019· 3 citedOpen Access
Stability of McKean–Vlasov stochastic differential equations and applications
Stochastics and Dynamics·2019· 2 citedOpen Access
Solving Unbounded Quadratic BSDEs by a Domination Method
arXiv (Cornell University)·2019· 7 citedOpen Access
BSDEs driven by $|z|^2/y$ and applications to PDEs and decision theory
arXiv (Cornell University)·2018· 7 citedOpen Access
BSDEs driven by $|z|^2/y$ and applications to PDEs and decision theory
arXiv (Cornell University)·2018· 1 citedOpen Access
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Stochastics·2018· 1 cited
Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
The Annals of Probability·2017· 35 cited
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Frequent Co-authors

Brahim Mezerdi(19), Youssef Ouknine(11), El Hassan Essaky(7), Mhamed Eddahbi(5), M. Hassani(4), Nabil Khelfallah(4), Abouo Elouaflin(4), Étienne Pardoux(3), Omar Kebiri(3), Ahmed Mtiraoui(3), Meriem Mezerdi(3), Boulakhras Gherbal(2), Modeste N’zi(2), Farid Chighoub(2), Boualem Djehiche(2), Brahim Boufoussi(2), Soufiane Mouchtabih(2), Mohamed Amine Mezerdi(2), Saı ̈d Hamadène(1), Hadjer Moussaoui(1)