Nabil Khelfallah

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Pontryagin's optimal variational inequalities for SDEs with non-differentiable coefficients: a Malliavin calculus approach Evolution Equations and Control Theory	2025-12-16	Paper
Locally Lipschitz BSDE with jumps and related Kolmogorov equation Stochastics and Dynamics	2022-09-30	Paper
The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients Journal of Dynamical and Control Systems	2022-07-15	Paper
Quadratic BSDEs with jumps and related PIDEs Stochastics	2022-07-08	Paper
Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients Random Operators and Stochastic Equations	2021-04-28	Paper
On the well-posedness of coupled forward-backward stochastic differential equations driven by Teugels martingales Mathematical Methods in the Applied Sciences	2021-01-12	Paper
On the Solution of Locally Lipschitz BSDE Associated to Jump Markov Process	2018-12-23	Paper
One dimensional BSDEs with logarithmic growth application to PDEs Stochastics	2018-09-04	Paper
The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion Journal of Dynamical and Control Systems	2018-04-13	Paper
On optimal control of forward-backward stochastic differential equations Afrika Matematika	2018-02-01	Paper
Near-optimality conditions in stochastic control of linear fully coupled FBSDEs Afrika Matematika	2018-01-17	Paper
Forward-backward SDEs driven by Lévy process in stopping time duration Communications in Mathematics and Statistics	2017-10-12	Paper
Time-consistent investment and consumption strategies under a general discount function	2017-05-28	Paper
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games Random Operators and Stochastic Equations	2014-09-17	Paper
Optimality conditions for partial information stochastic control problems driven by Lévy processes Systems & Control Letters	2012-12-13	Paper
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs Systems & Control Letters	2010-06-17	Paper

Research outcomes over time

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