Nabil Khelfallah

Available identifiers

Publication	Date of Publication	Type
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2022-09-30	Paper
The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients	2022-07-15	Paper
Quadratic BSDEs with jumps and related PIDEs	2022-07-08	Paper
Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients	2021-04-28	Paper
On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales	2021-01-12	Paper
One dimensional BSDEs with logarithmic growth application to PDEs	2018-09-04	Paper
The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion	2018-04-13	Paper
On optimal control of forward-backward stochastic differential equations	2018-02-01	Paper
Near-optimality conditions in stochastic control of linear fully coupled FBSDEs	2018-01-17	Paper
Forward-backward SDEs driven by Lévy process in stopping time duration	2017-10-12	Paper
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games	2014-09-17	Paper
Optimality conditions for partial information stochastic control problems driven by Lévy processes	2012-12-13	Paper
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs	2010-06-17	Paper

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