Informations du chercheur

Nom complet

Boufoussi Brahim

Grade

PES

Spécialité

Probability and Stochastic Calculus

Thématique de recherche

Fractional Brownian motion, local time, SPDEs, BSDEs,

Laboratoire

Laboratoire Ibn Al Banna de Mathématiques et applications

Établissement

Non affilié

Ouvrages (0 au total)

Aucun ouvrage disponible.

Publications (15 au total)

Local times for systems of non-linear stochastic heat equations

Auteur: Brahim Boufoussi, Yassine Nachit

Revue: Stochastics and Partial Differential Equations: Analysis and Computations

Année: 2023

DOI: 10.1007/s40072-021-00231-9

McKean–Vlasov BSDEs with Locally Monotone Coefficient

Auteur: Brahim Boufoussi, Soufiane Mouchtabih

Revue: Acta Mathematica Sinica, English Series

Année: 2023

DOI: 10.1007/s10114-023-1484-4

Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions

Auteur: Brahim Boufoussi, Saïd Hamadène, Manal Jakani

Revue: Journal of Mathematical Analysis and Applications

Année: 2023

DOI: 10.1016/j.jmaa.2022.126947

On Besov regularity and local time of the solution to the stochastic heat equation

Auteur: Brahim Boufoussi, Yassine Nachit

Revue: Stochastics

Année: 2023

DOI: 10.1080/17442508.2022.2164696

Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

Auteur: Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih

Revue: Electronic Journal of Probability

Année: 2022

DOI: 10.1214/22-ejp823

Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients

Auteur: Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih

Revue: Stochastics and Dynamics

Année: 2022

DOI: 10.1142/s0219493721500532

Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]

Auteur: Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih

Revue: Statistics & Probability Letters

Année: 2022

DOI: 10.1016/j.spl.2021.109302

Controllability of neutral stochastic functional integro-differential equations driven by fractional brownian motion with Hurst parameter lesser than 1/2

Auteur: Brahim Boufoussi, Soufiane Mouchtabih

Revue: Evolution Equations & Control Theory,

Année: 2021

DOI: 10.3934/eect.2020096

On the Besov regularity of the bifractional Brownian~motion

Auteur: Brahim Boufoussi, Yassine Nachit

Revue: Probability and Mathematical Statistics

Année: 2021

DOI: DOI: 10.37190/0208-4147.41.2.6

Communications (0 au total)

Aucune communication disponible.