Laboratoire Ibn Al Banna de Mathématiques et applications

مختبر ابن البناء للرياضيات و تطبيقات

Ibn Al Banna Laboratory of Mathematics and Applications

Établissement: Faculté des Sciences Semlalia Marrakech

Thématiques: Mathématiques et Applications

Type: Laboratoire

Accréditation: 2025-2028

Chercheurs

119

Publications

Communications

Thèses

Lalla Aicha Allamy

0 publications

Mohamed Barraa

PES

6 publications

Brahim Boufoussi

PES

18 publications

Siham BOUHADOU

5 publications

Driss Bouziane

PES

0 publications

ABDELKHALEK EL ARNI

PES

0 publications

Lahoucine Izelgue

PES

21 publications

Mohammed LAGHCHIM LAHLOU

PES

0 publications

Moulay Taieb Loumi

0 publications

Mohammed Louriki

8 publications

Abderrahim Makki Naciri

PES

6 publications

ABDELHAK MAZOUZ

PES

0 publications

Abdallah MKHADRI

PES

7 publications

Abdelaziz Nasroallah

PES

3 publications

Youssef Ouknine

PES

39 publications

Abdelaziz Raouj

PES

4 publications

Brahim Sadik

PES

2 publications

Optimal stopping under model uncertainty in a general setting

Ihsan Arharas, Siham Bouhadou, Astrid Hilbert, Youssef Ouknine

Probability, Uncertainty and Quantitative Risk 2025

A CONDITION FOR COMMUTATIVITY IN A DOMAIN

Abderrahim Makki Naciri

COLLOQUIUM MATHEMATICUM 2025

ON THE BROCARD–RAMANUJAN EQUATION WITH 7-FREE INTEGERS AND PRIME POWERS

Abderrahim Makki Naciri

INTEGERS 2025

A weigthed leverage score approach versus lasso sliced inverse regression: a comparative study

Nadia Asrir et Abdallah Mkhadri

Journal of Statistical Computation and Simulation 2025

An efficient hybrid approach of quantile and expectile regression

Abdellah Atanane, Abdallah Mkhadri and Karim Oualkacha

Stat Paper 2025

Using infinitesimal symmetries for determining the first Maxwell time of geometric control problem on SH(2)

Soukaina Ezzeroual, Brahim Sadik

An International Journal of Optimization and Control: Theories & Applications (IJOCTA) 2025

Epidemic modelling by birth-death processes with spatial scaling

Ihsan Arharas, Mohamed El Fatini, Mohammed Louriki, Roger Pettersson

Journal of Mathematics in Industry 2024

Information-based approach: Pricing of a credit risky asset in the presence of default time

Mohammed Louriki

Probability, Uncertainty and Quantitative Risk 2024

The impact of pinning points on memorylessness in Lévy random bridges

Mohammed Louriki

Journal of Applied Probability 2024

On the variant Q(n! ) = P(x) of the Brocard–Ramanujan Diophantine equation

Abderrahim Makki Naciri

The Ramanujan Journal 2024

Page 1 sur 12 Suivant →

Counting primitive kth Roots of Unity Modulo n

Abderrahim Makki Naciri

THE SEVENTH EDITION OF THE INTERNATIONAL CONFERENCE ON RESEARCH IN APPLIED MATHEMATICS AND COMPUTER SCIENCE 2025

Using infinitesimal symmetries for determining the first Maxwell time of geometric control problem on SH(2)

Soukaina Ezzeroual, Brahim Sadik

International Conference Mathematics and Decision December 17–20, 2024 2024-12-18

On the Classification and Decomposition of Stopping Times in an Information-Based Model via Feller Property

Mohammed Louriki

Perspectives in Mathematics (Hassan II Academy of Science and Technology)) 2024-10-29

On the Classification and Decomposition of Stopping Times in an Information-Based Model via Feller Property

Mohammed Louriki

Stochastics in Mathematical Finance and Physics Conference 2024-10-21

Lévy Random Bridges: Modeling Information Flow and Analyzing the Impact of Pinning Points on Memorylessness

Mohammed Louriki

Linnaeus Workshop on Stochastic Analysis and Applications 2024-07-01

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Youssef Ouknine, Ihsan Arharas

Stochastic and Deterministic Analysis for Irregular Models 2024-01-08

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Youssef Ouknine, Ihsan Arharas

Conference on Mathematics and its Applications 2023-11-27

Lévy Bridges with Random Length for Modelling of the Financial Information,

Mohammed Louriki

Euro-Maghreb International Research Network in Mathematics 2023-10-04

On an Extension of the Brownian Bridge with Applications in Finance

Mohammed Louriki

The 7th African International Conference on Statistics 2023-06-15

optimal stopping under model Uncertainty in a General Setting

Youssef Ouknine

The International Conference on Mathematics and applications 2022-12-2

← Précédent Page 2 sur 5 Suivant →

Sliced Inverse Regression in High Dimensions

Auteur: Nadia Asrir

Directeur: Abdallah Mkhadri

2025

Sample path properties for some highly irregular Gaussian processes.

Auteur: Youssef Hakiki

Directeur: Brahim Boufoussi

2024

Nouvelles de classification binaire basées sur les séparateurs à vaste marge pour les données en grande dimension

Auteur: Rachid Kharoubi

Directeur: Abdallah Mkhadri co-directeur (Soutenue à UQAM Canada)

2024

SYSTÈMES D'EDSR RÉFLÉCHIES GÉNÉRALISÉES, SYSTÈMES D'EDP À REFLECTI0NS0BLIQUES ET CONDITI0NS DE TYPE NEUMANN-DIRICHI.ET, SWTCHING OP'ITMAL ET EDSRÉFLÉCHIES DANS DES DOMAINES CONVEXES DÉPENDANTS DU TEMPS

Auteur: Manal Jakani

Directeur: Brahim Boufoussi

2023

Local times and Besov regularity of the solution to the stochastic heat equation

Auteur: Nachit Yassine

Directeur: Boufoussi Brahim

2022

Pont aléatoire pour la modélisation de l'information financière

Auteur: Mohammed LOURIKI

Directeur: Boufoussi Brahim

2022

VARIABLE AND INTERACTION SELECTION IN HIGH DIMENSIONAL SUPERVISED DISCRIMINANT ANALYSIS

Auteur: Youssef Anzarmou

Directeur: Abdallah Mkhadri

2022

Algorithmes de simulation du régime stationnaire pour chaines de Markov à espace d'état mixte et chaines de Markov cachées à émissions rares

Auteur: Az-eddine Zakrad

Directeur: Abdelaziz Nasroallah

2022

Some contributions to the non linear optimal stopping problem and RBSDE in general setting

Auteur: bouhadou

Directeur: ouknine

2022

Penalisation des problemes de Neumann non lineaires via les systemes d EDS-EDSR et Inealite de transport pour les EDS et EDSR

Auteur: Soufiane MOUCHTABIH

Directeur: Brahi Boufoussi

2022

Page 1 sur 2 Suivant →

Analyse stochastique, équations aux dérivées partielles et contrôle stochastique

Toubkal/18/59 2018 - 2020

Laboratoire Ibn Al Banna de Mathématiques et applications

Lalla Aicha Allamy

Mohamed Barraa

Brahim Boufoussi

Siham BOUHADOU

Driss Bouziane

ABDELKHALEK EL ARNI

Lahoucine Izelgue

Mohammed LAGHCHIM LAHLOU

Moulay Taieb Loumi

Mohammed Louriki

Abderrahim Makki Naciri

ABDELHAK MAZOUZ

Abdallah MKHADRI

Abdelaziz Nasroallah

Youssef Ouknine

Abdelaziz Raouj

Brahim Sadik

Optimal stopping under model uncertainty in a general setting

A CONDITION FOR COMMUTATIVITY IN A DOMAIN

ON THE BROCARD–RAMANUJAN EQUATION WITH 7-FREE INTEGERS AND PRIME POWERS

A weigthed leverage score approach versus lasso sliced inverse regression: a comparative study

An efficient hybrid approach of quantile and expectile regression

Using infinitesimal symmetries for determining the first Maxwell time of geometric control problem on SH(2)

Epidemic modelling by birth-death processes with spatial scaling

Information-based approach: Pricing of a credit risky asset in the presence of default time

The impact of pinning points on memorylessness in Lévy random bridges

On the variant Q(n! ) = P(x) of the Brocard–Ramanujan Diophantine equation

Counting primitive kth Roots of Unity Modulo n

Using infinitesimal symmetries for determining the first Maxwell time of geometric control problem on SH(2)

On the Classification and Decomposition of Stopping Times in an Information-Based Model via Feller Property

On the Classification and Decomposition of Stopping Times in an Information-Based Model via Feller Property

Lévy Random Bridges: Modeling Information Flow and Analyzing the Impact of Pinning Points on Memorylessness

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies

Lévy Bridges with Random Length for Modelling of the Financial Information,

On an Extension of the Brownian Bridge with Applications in Finance

optimal stopping under model Uncertainty in a General Setting

Sliced Inverse Regression in High Dimensions

Sample path properties for some highly irregular Gaussian processes.

Nouvelles de classification binaire basées sur les séparateurs à vaste marge pour les données en grande dimension

SYSTÈMES D'EDSR RÉFLÉCHIES GÉNÉRALISÉES, SYSTÈMES D'EDP À REFLECTI0NS0BLIQUES ET CONDITI0NS DE TYPE NEUMANN-DIRICHI.ET, SWTCHING OP'ITMAL ET EDSRÉFLÉCHIES DANS DES DOMAINES CONVEXES DÉPENDANTS DU TEMPS

Local times and Besov regularity of the solution to the stochastic heat equation

Pont aléatoire pour la modélisation de l'information financière

VARIABLE AND INTERACTION SELECTION IN HIGH DIMENSIONAL SUPERVISED DISCRIMINANT ANALYSIS

Algorithmes de simulation du régime stationnaire pour chaines de Markov à espace d'état mixte et chaines de Markov cachées à émissions rares

Some contributions to the non linear optimal stopping problem and RBSDE in general setting

Penalisation des problemes de Neumann non lineaires via les systemes d EDS-EDSR et Inealite de transport pour les EDS et EDSR

Analyse stochastique, &eacute;quations aux d&eacute;riv&eacute;es partielles et contr&ocirc;le stochastique

Analyse stochastique, équations aux dérivées partielles et contrôle stochastique