Khaled Bahlali
- Stability of Mc Kean-Vlasov stochastic differential equations and\n applications
2019/02/09 by Khaled Bahlali, Bahlali, Khaled, Mohamed Amine Mezerdi +3 · 2 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #2010 Mathematics Subject Classification. 60H10 #49N90 #60H07 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Gas Dynamics and Kinetic Theory #Probability (math.PR) #Stochastic processes and financial applications
- BSDEs driven by |z|2/y and applications to PDEs and decision theory
2018/10/12 by Khaled Bahlali, Bahlali, Khaled, Ludovic Tangpi +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
2010/07/14 by Khaled Bahlali, Bahlali, K., El Hassan Essaky +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Nonlinear Differential Equations Analysis #Differential Equations and Numerical Methods