| Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs K Bahlali, N Khelfallah, B Mezerdi Systems & Control Letters 58 (12), 857-864, 2009 | 40 | 2009 |
| One dimensional BSDEs with logarithmic growth application to PDEs K Bahlali, O Kebiri, N Khelfallah, H Moussaoui Stochastics 89 (6-7), 1061-1081, 2017 | 16 | 2017 |
| Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games F Baghery, N Khelfallah, B Mezerdi, I Turpin Random Operators and Stochastic Equations 22 (3), 151-161, 2014 | 15 | 2014 |
| The maximum principle for partially observed optimal control of FBSDE driven by Teugels Martingales and independent Brownian motion S Bougherara, N Khelfallah Journal of Dynamical and Control Systems 24, 201-222, 2018 | 9 | 2018 |
| Time-consistent investment and consumption strategies under a general discount function I Alia, F Chighoub, N Khelfallah, J Vives Journal of Risk and Financial Management 14 (2), 86, 2021 | 8* | 2021 |
| Quadratic BSDEs with jumps and related PIDEs I Madoui, M Eddahbi, N Khelfallah Stochastics 94 (3), 386-414, 2022 | 7 | 2022 |
| Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate D Guerdouh, N Khelfallah, J Vives Journal of Risk and Financial Management 15 (3), 143, 2022 | 6 | 2022 |
| Optimality conditions for partial information stochastic control problems driven by Lévy processes K Bahlali, N Khelfallah, B Mezerdi Systems & control letters 61 (11), 1079-1084, 2012 | 6 | 2012 |
| Backward stochastic differential equations driven by a jump Markov process with continuous and non-necessary continuous generators K Abdelhadi, M Eddahbi, N Khelfallah, A Almualim Fractal and Fractional 6 (6), 331, 2022 | 4 | 2022 |
| Locally Lipschitz BSDE with jumps and related Kolmogorov equation K Abdelhadi, N Khelfallah Stochastics and Dynamics 22 (05), 2250021, 2022 | 3 | 2022 |
| The Maximum Principle for Optimal Control of BSDEs with Locally Lipschitz Coefficients H Azizi, N Khelfallah Journal of Dynamical and Control Systems 28 (3), 565-584, 2022 | 3 | 2022 |
| On optimal control of forward–backward stochastic differential equations F Baghery, N Khelfallah, B Mezerdi, I Turpin Afrika Matematika 28 (7), 1075-1092, 2017 | 3 | 2017 |
| Near-optimality conditions in stochastic control of linear fully coupled FBSDEs N Khelfallah, B Mezerdi Afrika Matematika 27 (3), 327-343, 2016 | 3 | 2016 |
| Multidimensional Markovian BSDEs with Jumps and Continuous Generators M Eddahbi, A Almualim, N Khelfallah, I Madoui Axioms 12 (1), 26, 2022 | 2 | 2022 |
| On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales D Guerdouh, N Khelfallah, B Mezerdi Mathematical Methods in the Applied Sciences 43 (17), 10296-10318, 2020 | 2 | 2020 |
| Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients MA Mezerdi, K Bahlali, N Khelfallah, B Mezerdi arXiv preprint arXiv:1909.13699, 2019 | 2 | 2019 |
| Forward–backward SDEs driven by Lévy process in stopping time duration D Guerdouh, N Khelfallah Communications in Mathematics and Statistics 5, 141-157, 2017 | 2 | 2017 |
| Stability and prevalence of McKean–Vlasov stochastic differential equations with non-Lipschitz coefficients MA Mezerdi, N Khelfallah Random Operators and Stochastic Equations 29 (1), 67-78, 2021 | 1 | 2021 |
| Existence And Uniqueness of Solutions For BSDEs Associated To Jump Markov Process With Locally Lipschitz Coefficient K ADELHADI, N KHELFALLAH 9 ème édition du colloque Tendances dans les Applications Mathématiques en …, 2019 | 1 | 2019 |
| On the solvability of forward-backward stochastic differential equations driven by Teugels Martingales D Guerdouh, N Khelfallah, B Mezerdi arXiv preprint arXiv:1701.08396, 2017 | 1 | 2017 |
