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SNDL

النظام الوطني للتوثيق الإلكتروني

Système National de Documentation en Ligne

Publications

Publications internationales

 

2022

 

1

Dassa, M., & Chala, A. (2022). Stochastic maximum principle for optimal control problem under G-expectation utility. Random Operators and Stochastic Equations.

 

2

Siad, O., Deghnouche, K., Andrighetto, I., Contiero, B., Marchesini, G., Bejaoui, H., ... & Cortese, M. (2022). Traits of intensive livestock systems in Algerian steppe territories. Italian Journal of Animal Science, 21(1), 41-50.

 

3

Roubi, A., & Mezerdi, M. A. (2022). Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon. Random Operators and Stochastic Equations.

 

4

Abdallah, Roubi., Boubakeur, Labed., & Bahlali, Khaled. (2022). Quadratic BSDEs with two reflecting barriers and a square integrable terminal value. Palestine Journal of Mathematics, 11.

 

 

5

Agram, N., Labed, S., Oksendal, B., & Yakhlef, S. (2022). Singular Control Of Stochastic Volterra Integral Equations. Acta Mathematica Scientia42(3), 1003-1017.

 

6

Abdelhadi, K., & Khelfallah, N. (2022). Locally Lipschitz BSDE with jumps and related Kolmogorov equation. Stochastics and Dynamics, 2250021.

 

7

Guerdouh, D., Khelfallah, N., & Vives, J. (2022). Optimal Control Strategies for the Premium Policy of an Insurance Firm with Jump Diffusion Assets and Stochastic Interest Rate. Journal of Risk and Financial Management15(3), 143.

 

8

Benabdallah, H., Tamer, L., & Chaouchkhouane, N. (2022). Stochastic maximum principle for a Markov regime switching jump-diffusion in infinite horizon. International Journal of Nonlinear Analysis and Applications.

 

9

Nemer, A., Mokhtari, Z., & Kaboul, H. (2022). Product integration method for treating a nonlinear Volterra integral equation with a weakly singular kernel. Mathematical Sciences16(1), 71-78.

 

10

Bouaicha, N. E. H., Chighoub, F., Alia, I., & Sohail, A. (2022). Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps. Modern Stochastics: Theory and Applications, 1-49.

 

 

2021

 

11

Houas, A., Rezki, B., & Mokhtari, Z. (2021). An encryption algorithm for grey-scale image based on bit-plane decomposition and diffuse representation. Journal of Discrete Mathematical Sciences and Cryptography24(1), 35-47.

 

12

Brahimi, M., Melkemi, K., & Boussaad, A. (2021). Design of nonstationary wavelets through the positive solution of Bezout’s equation. Journal of Interdisciplinary Mathematics24(3), 553-565.

 

13

Abdelli, J., & Brahimi, B. (2021). On copula moment: empirical likelihood based estimation method. Arab Journal of Mathematical Sciences.

 

14

Djabrane, Y., Abida, Z., & Brahim, B. (2021). Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications. Pakistan Journal of Statistics and Operation Research, 235-245.

 

15

Dahmane, K. B., Benatia, F., & Brahimi, B. (2021). Estimating the Mean of Heavy-tailed Distributionunder Random Truncation. Журнал Сибирского федерального университета. Математика и физика14(3), 273-286.

 

16

Lala Bouali, D., Benatia, F., Brahimi, B., & Chesneau, C. (2021). Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution. Journal of Statistical Theory and Practice15(1), 1-12.

 

17

Jamal, F., Chesneau, C., Bouali, D. L., & Ul Hassan, M. (2021). Beyond the Sin-G family: The transformed Sin-G family. Plos one16(5), e0250790.

 

18

Bouali, D. L., Chesneau, C., Sharma, V. K., & Bakouch, H. S. (2021). A new class of distributions as a finite functional mixture using functional weights. Anais da Academia Brasileira de Ciências93.

 

19

Abdelli, J., & Brahimi, B. (2021). On copula moment: empirical likelihood based estimation method. Arab Journal of Mathematical Sciences.

 

20

Benkhelifa, L. (2021). The Beta Reduced Modified Weibull Distribution with Applications to Reliability Data. Journal of Reliability and Statistical Studies, 323-352.

 

22

Madoui, I., Eddahbi, M., & Khelfallah, N. (2021). Quadratic BSDEs with jumps and related PIDEs. Stochastics, 1-29.

 

23

Azizi, H., & Khelfallah, N. (2021). The Maximum Principle for Optimal Control of BSDEs with Locally Lipschitz Coefficients. Journal of Dynamical and Control Systems, 1-20.

 

24

Alia, I., & Chighoub, F. (2021). Continuous-time mean-variance portfolio selection with regime-switching financial market: Time-consistent solution. Random Operators and Stochastic Equations29(1), 11-25.

 

25

Mezerdi, M. A. (2021). On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations. Stochastic Analysis and Applications39(5), 804-818.

 

26

Okonkwo, C., Osu, B. O., Chighoub, F., & Oruh, B. I. (2021). The co-movement of Bitcoin and some African currencies–A wavelet analysis. Journal of Research in Emerging Markets.

 

 

2020

 

27

Guerdouh, D., Khelfallah, N., & Mezerdi, B. (2020). On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales. Mathematical Methods in the Applied Sciences43(17), 10296-10318.

 

28

Bahlali, K., Mezerdi, M. A., & Mezerdi, B. (2020). Stability of McKean–Vlasov stochastic differential equations and applications. Stochastics and Dynamics20(01), 2050007.

 

29

Guerdouh, D., Khelfallah, N., & Mezerdi, B. (2020). On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales. Mathematical Methods in the Applied Sciences43(17), 10296-10318.

 

30

Khallout, R., & Chala, A. (2020). A risk‐sensitive stochastic maximum principle for fully coupled forward‐backward stochastic differential equations with applications. Asian Journal of Control22(3), 1360-1371.

 

31

Bouaziz, T., & Chala, A. (2020). Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application. Random Operators and Stochastic Equations28(4), 291-306.

 

32

Chala, A., & Hafayed, D. (2020). On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. Evolution Equations & Control Theory9(3), 817.

 

34

Bahlali, K., Mezerdi, M. A., & Mezerdi, B. (2020). Stability of McKean–Vlasov stochastic differential equations and applications. Stochastics and Dynamics20(01), 2050007.

 

35

Mostapha Abdelouahab SaouliB. Mansouri, Anticipated backward doubly stochastic differential equations driven by teugels martingales with or without reflecting barrier. Daghestan Electronic Mathematical Reports 13, 1-21

 

36

Ninouh, A., Gherbal, B., & Berrouis, N. (2020). Existence of optimal controls for systems of controlled forward-backward doubly SDEs. Random Operators and Stochastic Equations28(2), 93-112.

 

37

2019

 

38

Houas, A., & Mokhtari, Z. (2019). Diffuse representation of image and its applications to cryptography and compression.

 

39

Mokhtari, B., Melkemi, K. E., Michelucci, D., & Foufou, S. (2019, November). Optimizing Query Perturbations to Enhance Shape Retrieval. In International Conference on Mathematical Aspects of Computer and Information Sciences (pp. 422-437). Springer, Cham.

 

40

Hafayed, D., & Chala, A. (2019). A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes. Random Operators and Stochastic Equations27(1), 9-25.

 

41

Alia, I., & Chighoub, F. (2019). Equilibrium reinsurance-investment strategy for mean-variance insurers under state dependent risk aversion. Control and Cybernetics48.

 

42

Haouas, N., Necir, A., & Brahimi, B. (2019). Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation. Journal of Statistical Theory and Practice13(1), 1-33.

 

43

Faiza Zaamoune, Tidjani Menacer, René Lozi, Guanrong Chen. (2019) Symmetries in Hidden Bifurcation Routes to Multiscroll Chaotic Attractors Generated by Saturated Function Series. Journal of Advanced Engineering and Computation 3 (4), 511-522

 

44

AST Menacer.(2019)  Control, Stabilization and Synchronization of Fractional-Order Jerk System. Nonlinear Dynamics and Systems Theory 19 (4), 523-536

 

45

M Belouerghi, T Menacer, R Lozi (2019). Integration Duration-Based Method for Unveiling Hidden Patterns of Even Number of Spirals of Chua Chaotic Attractor. Indian Journal of Industrial and Applied Mathematics 10 (1), 13-33

 

46

Meherrem, S., & Hafayed, M. (2019). Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law. Optimal Control Applications and Methods40(3), 499-516.

 

47

Mahto, L., Abbas, S., Hafayed, M., & Srivastava, H. M. (2019). Approximate controllability of sub-diffusion equation with impulsive condition. Mathematics7(2), 190.

 

48

Meherrem, S., Hafayed, M., & Abbas, S. (2019). On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes. International Journal of Modelling, Identification and Control31(3), 245-258.

 

49

RAHMANI, N., & KHELIL, N. (2019). Portfolio optimization using pca classification and genetics algorithm. Journal of Global Economics, Management and Business Research, 129-141.

 

50

Agram, N., Øksendal, B., & Yakhlef, S. (2019). New approach to optimal control of stochastic Volterra integral equations. Stochastics91(6), 873-894.

 

51

BENOUMELAZ FAROUK, ABED SAMIRA, KHELIL NACER, REBIAI BELGACEM, KAMAL HOUAM. (2019). Journal of Prime Research in Mathematics. 15

 

52

Haouas, N., Necir, A., & Brahimi, B. (2019). Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation. Journal of Statistical Theory and Practice13(1), 1-33.

 

53

Mokhtari, B., Melkemi, K. E., Michelucci, D., & Foufou, S. (2019, November). Optimizing Query Perturbations to Enhance Shape Retrieval. In International Conference on Mathematical Aspects of Computer and Information Sciences (pp. 422-437). Springer, Cham.

 

 

2018

 

54

Chala, A., Hafayed, D., & Khallout, R. (2018). The use of Girsanov’s theorem to describe the risksensitive problem and application to optimal control. Stochastic differential equation-basics and applications, 111-142.

 

55

Bahlali, K., Kebiri, O., Mezerdi, B., & Mtiraoui, A. (2018). Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient. Stochastics, 90(6), 861-875.

 

 

56

Bougherara, S., & Khelfallah, N. (2018). The maximum principle for partially observed optimal control of FBSDE driven by Teugels Martingales and independent Brownian motion. Journal of Dynamical and Control Systems, 24(2), 201-222.

 

58

Meherrem, S., Hafayed, M., Gucoglu, D. H., & Eren, S. (2018). A general characterization of the stochastic optimal combined control of mean field stochastic systems with application. International Journal of Dynamics and Control, 6(2), 873-880.

 

59

Zeghdoudi, H., Nouara, L., & Yahia, D. (2018). Lindley Pareto Distribution. STATISTICS, 671.

 

60

Brahim, B., Fatah, B., & Djabrane, Y. (2018). Copula conditional tail expectation for multivariate financial risks. Arab Journal of Mathematical Sciences, 24(1), 82-100.

 

61

Zeggada, A., Benbraika, S., Melgani, F., & Mokhtari, Z. (2018). Multilabel conditional random field classification for UAV images. IEEE Geoscience and Remote Sensing Letters, 15(3), 399-403.

 

62

Berbiche, M. (2019). On the blow-up in finite time of solutions for certain nonlinear damped wave equations in RN. In Singular Problems, Blow-up, and Regimes with Peaking in Nonlinear PDEs (pp. 14-14).

 

63

Zaamoune, F., Menacer, T., Lozi, R., & Chen, G. (2019). Symmetries in Hidden Bifurcation Routes to Multiscroll Chaotic Attractors Generated by Saturated Function Series. Journal of Advanced Engineering and Computation3(4), 511-522.

 

64

Agram, N., & Røse, E. E. (2018). Optimal control of forward–backward mean-field stochastic delayed systems. Afrika Matematika29(1), 149-174.

 

65

Agram, N., & Øksendal, B. (2018). A Hida–Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis, Quantum Probability and Related Topics21(03), 1850014.

 

66

Hafayed, M., Meherrem, S., Eren, Ş., & Guçoglu, D. H. (2018). On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions. Optimal Control Applications and Methods39(3), 1202-1219.

 

67

Bahlali, K., Mezerdi, M., & Mezerdi, B. (2018). On the relaxed mean-field stochastic control problem. Stochastics and Dynamics18(03), 1850024.

 

68

Libarir, K., & Zerarka, A. (2018). A semi-inverse variational method for generating the bound state energy eigenvalues in a quantum system: the Dirac Coulomb type-equation. Journal of Modern Optics65(8), 987-993.

 

69

Ouaar, F., & Khelil, N. (2018). Solving Initial Value Problems by Flower Pollination Algorithm. American Journal of Electrical and Computer Engineering2(2), 31-36.

 

70

Ouaar, F., & Naceur, K. (2018). A Nature Inspired Algorithm based resolution of an Engineering’s ODE. Int. J. Sci. Res. Mech. Mater. Engin.(IJSRMME)2(2), 21-27.

 

71

OUAAR, F., & KHELIL, N. (2019). Optimization of Civil Engineering’s Initial Value Problems by Particle Swarm Optimization Algorithm. Int JS Res Civil Engg3(1), 01-07.

 

 

2017

 

72

Dehda, B., & Melkemi, K. (2017). Image denoising using new wavelet thresholding function. Journal of Applied Mathematics and Computational Mechanics16(2), 55-65.

 

73

Dehda, B., & Melkemi, K. (2016). Novel method for reduction of wavelet coefficients number and its applications in images compression. IJAMML5(1), 43-65.

 

74

Baghery, F., Khelfallah, N., Mezerdi, B., & Turpin, I. (2017). On optimal control of forward–backward stochastic differential equations. Afrika Matematika28(7), 1075-1092.

 

75

Chighoub, F., Lakhdari, I. E., & Shi, J. T. (2017). Relationship between maximum principle and dynamic programming for systems driven by normal martingales. Mathematics in Engineering, Science & Aerospace (MESA)8(1).

 

76

Chala, A. (2017). Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application. J. Numer. Math. Stoch9, 48-60.

 

78

Chala, A. (2017). The general relaxed control problem of fully coupled forward–backward doubly system. SeMA Journal74(1), 1-19.

 

79

Labed, S., & Mezerdi, B. (2017). The maximum principle in optimal control of systems driven by martingale measures. Afrika Statistika12(1), 1095-1116.

 

80

Hafayed, M., Meherrem, S., Gucoglu, D. H., & Eren, S. (2017). Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application. International Journal of Modelling, Identification and Control28(2), 97-113.

 

81

Boukaf, S., Hafayed, M., & Ghebouli, M. (2017). A study on optimal control problem with $$\varepsilon^{\lambda}-$$ ε λ-error bound for stochastic systems with application to linear quadratic problem. International Journal of Dynamics and Control5(2), 297-305.

 

82

Bahlali, K., Mezerdi, M., & Mezerdi, B. (2017). Existence and optimality conditions for relaxed mean-field stochastic control problems. Systems & Control Letters102, 1-8.

 

83

Gherbal, H. B., & Mezerdi, B. (2017). The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps. Afrika Statistika12(2), 1287-1312.

 

84

L Djerou, N Khelil, S Aichouche. (2017).Artificial bee colony algorithm for solving initial value problems. Communications in Mathematics and Applications. 8, 2, 119-125

 

85

N Khelil, L Djerou. (2017). Parameterized Gregory Formula. Communications in Mathematics and Applications. 8, 2, 167-181.

 

86

Benameur, S., Benkhaled, A., Meraghni, D., Chebana, F., & Necir, A. (2017). Complete flood frequency analysis in Abiod watershed, Biskra (Algeria). Natural hazards86(2), 519-534.

 

87

Haouas, N., Necir, A., Meraghni, D., & Brahimi, B. (2017). A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold. Afrika Statistika12(1), 1159-1170.

 

88

Tour, M., Sayah, A., & Yahia, D. (2017). A modified Champernowne transformation to improve boundary effect in kernel distribution estimation. Afrika Statistika12(2), 1219-1233.

 

89

Chine, A., & Benatia, F. (2017). Bivariate copulas parameters estimation using the trimmed L-moments method. Afrika Statistika12(1), 1185-1197.

 

90

Betteka, S., & Brahimi, B. (2017). Optimal number of upper order statistics used in estimation for the coeffcient of tail dependence. Afrika Statistika12(1), 1171-1184.

 

91

Mokhtari, B., Melkemi, K. E., Michelucci, D., & Foufou, S. (2017). Unsupervised geodesic convex combination of shape dissimilarity measures. Pattern Recognition Letters98, 46-52.

 

92

Mokhtari, B., Melkemi, K. E., Michelucci, D., & Foufou, S. (2017). A 3D shape matching and retrieval approach based on fusion of curvature and geometric diffusion features. International Journal of Computer Applications in Technology55(2), 79-91.

 

93

Moumni, M., & Haoues, A. (2017). Some stochastic representations of quantum interference. ON MATHEMATICAL MODELLING IN APPLIED SCIENCES, 48.

 

 

2016

 

94

Khelfallah, N., & Mezerdi, B. (2016). Near-optimality conditions in stochastic control of linear fully coupled FBSDEs. Afrika Matematika27(3), 327-343.

 

95

Alia, I., Chighoub, F., & Sohail, A. (2016). A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers. Insurance: Mathematics and Economics68, 212-223.

 

96

N.CHAOUCHKHOUANE, B.LABED, and L.TAMER (2016). Maximum Principle for the Optimal Control Problem of a Forward Backward SDE With Jumps in the Mean-field Model. Journal of Numerical Mathematics and Stochastics, 8 (1) : 48-75,

 

97

SIMOZRAG, A., CHALA, A., DJEROUNI, A., & Elmoncef Bentchikou, M. O. U. H. A. M. A. D. (2016). Diversidad fenotípica de cultivares de palmera datilera (Phoenix dactylifera L.) de Argelia. Gayana. Botánica73(1), 42-53.

 

98

Simozrag, A., Chala, A., Djerouni, A., & Bentchikou, M. E. (2016). Phenotypic diversity of date palm cultivars (Phoenix dactylifera L.) from Algeria. Gayana Botánica73(1), 42-53.

 

99

Mezerdi, B., & Yakhlef, S. (2016). A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus. Afrika Matematika27(3), 409-426.

 

100

Hafayed, M., Abba, A., & Boukaf, S. (2016). On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications. International Journal of Modelling, Identification and Control25(1), 1-16.

 

101

Hafayed, M., Abba, A., & Abbas, S. (2016). On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures. International Journal of Control89(2), 397-410.

 

102

Hafayed, M., Boukaf, S., Shi, Y., & Meherrem, S. (2016). A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes. Neurocomputing182, 133-144.

 

103

Tyagi, S., Abbas, S., & Hafayed, M. (2016). Global Mittag–Leffler stability of complex valued fractional-order neural network with discrete and distributed delays. Rendiconti del Circolo Matematico di Palermo Series 265(3), 485-505.

 

104

Abbas, S., Mahto, L., Favini, A., & Hafayed, M. (2016). Dynamical study of fractional model of allelopathic stimulatory phytoplankton species. Differential Equations and Dynamical Systems24(3), 267-280.

 

105

Hafayed, M., Ghebouli, M., Boukaf, S., & Shi, Y. (2016). Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications. Neurocomputing200, 11-21.

 

106

Djoudi, W., Debowsky, G., & Zerarka, A. (2016). New Exact Structures for the Nonlinear Lattice Equation by the Auxiliary Fractional Shape. JOURNAL OF PARTIAL DIFFERENTIAL EQUATIONS29(3), 195-203.

 

107

Djoudi, W., & Zerarka, A. (2016). Exact structures for the KdV–mKdV equation with variable coefficients via the functional variable method. Optik127(20), 9621-9626.

 

108

Djoudi, W., Debowsky, G., & Zerarka, A. (2016). New exact solutions for the nonlinear lattice problem via the auxiliary fractional shape. Optik127(22), 11049-11054.

 

109

Djoudi, W., & Zerarka, A. (2016). Exact solutions for the KdV–mKdV equation with time-dependent coefficients using the modified functional variable method. Cogent Mathematics3(1), 1218405.

 

110

Aichouche, S., Khelil, N., & Djerou, L. (2016). Improvement of Gregory's Formula Using Artificial Bee Colony Algorithm. Journal of Applied Computer Science & Mathematics, (21).

 

111

Mokrani, F., Fellag, H., & Necir, A. (2016). Robust bayesian inference of generalized Pareto distribution. Afrika Statistika11(2), 1061-1074.

 

112

Soltane, L., Meraghni, D., & Necir, A. (2016). Statistical estimate of the proportional hazard premium of loss under random censoring. Afrika Statistika11(1), 883-899.

 

113

Benchaira, S., Meraghni, D., & Necir, A. (2016). Tail product-limit process for truncated data with application to extreme value index estimation. Extremes19(2), 219-251.

 

114

Benchaira, S., Meraghni, D., & Necir, A. (2016). Kernel estimation of the tail index of a right-truncated Pareto-type distribution. Statistics & Probability Letters119, 186-193.

 

115

Benelmir, I., & Meraghni, D. (2016). Association measures and estimation of copula parameters. Afrika Statistika11(1), 933-942.

 

116

Brahimi, B., & Abdelli, J. (2016). Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime. Insurance: Mathematics and Economics70, 135-143.

 

117

HOUAS, A., SOUALHI, S., & MOKHTARI, Z. (2016). Novel Crypting Methods Based on Singular Values Decomposition. Journal of Applied Computer Science & Mathematics10(22).

 

118

Menacer, T., Lozi, R., & Chua, L. O. (2016). Hidden bifurcations in the multispiral Chua attractor. International Journal of Bifurcation and Chaos26(14), 1630039.

 

 

2015

 

119

Chighoub, F., Sohail, A., & Alia, I. (2015). Near-optimality conditions in mean-field control models involving continuous and impulse controls. Nonliner Studies22, 719-738.

 

120

Chighoub, F. (2015). Characterization of optimality for controlled Markovian jump diffusion processes. Nonlinear Studies22(3), 525-541.

 

121

Adel, C. (2015). Necessary condition for optimality of forward–backward doubly system. Afrika Matematika26(3), 575-584.

 

122

Chala, A. (2015). Near-relaxed control problem of fully coupled forward–backward doubly system. Communications in Mathematics and Statistics3(4), 459-476.

 

123

Agram, N., & Øksendal, B. (2015). Malliavin calculus and optimal control of stochastic Volterra equations. Journal of Optimization Theory and Applications167(3), 1070-1094.

 

124

Hafayed, M., Tabet, M., & Boukaf, S. (2015). Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem. Communications in Mathematics and Statistics3(2), 163-186.

 

125

Hafayed, M., Abbas, S., & Abba, A. (2015). On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes. Journal of Optimization Theory and Applications167(3), 1051-1069.

 

126

Khernane, A., Khelil, N., & Djerou, L. (2015). An Approximation Method for Exact Boundary Controllability of Euler-Bernoulli System. International Journal of Mathematical and Computational Sciences9(12), 746-751.

 

127

Brahimi, B., Meraghni, D., & Necir, A. (2015). Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring. Mathematical Methods of Statistics24(4), 266-279.

 

128

Benchaira, S., Meraghni, D., & Necir, A. (2015). On the asymptotic normality of the extreme value index for right-truncated data. Statistics & Probability Letters107, 378-384.

 

129

Kheireddine, S., Sayah, A., & Yahia, D. (2015). General method of boundary correction in kernel regression estimation. Afrika Statistika10(1), 739-750.

 

130

Hassouna, H., Melgani, F., & Mokhtari, Z. (2015). Spatial contextual Gaussian process learning for remote-sensing image classification. Remote Sensing Letters6(7), 519-528.

 

 

2014

 

131

Baghery, F., Khelfallah, N., Mezerdi, B., & Turpin, I. (2014). Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games. Random Operators and Stochastic Equations22(3), 151-161.

 

132

Chighoub, F., & Mezerdi, B. (2014). The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions. International Journal of Stochastic Analysis.

 

133

N.CHAOUCHKHOUAN,B.LABED,and B.MANSOURI. (2014). Mean-field reflected backward doubly stochastic DE with continuous coefficients. Journal of Numerical Mathematics and Stochastics6(1), 62-72.

 

134

Chala, A. (2014). On Optimal Control Problem for Backward Stochastic Doubly Systems. International Scholarly Research Notices2014.

 

135

Benamor, B., Boughediri, L., & Chala, A. (2014). Selection of male date palms (Phoenix dactylifera L.) at" Daouia" station (Oued Souf, Algeria). Advances in Environmental Biology, 29-37.

 

136

Agram, N., & Øksendal, B. (2014). Infinite horizon optimal control of forward–backward stochastic differential equations with delay. Journal of Computational and Applied Mathematics259, 336-349.

 

137

Abbas, S., Chang, Y. K., & Hafayed, M. (2014). Stepanov type weighted pseudo almost automorphic sequences and their applications to difference equations. Nonlinear Studies21(1).

 

138

Hafayed, M., & Abbas, S. (2014). On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality. Journal of Optimization Theory and Applications160(3), 778-808.

 

139

Hafayed, M., Veverka, P., & Abbas, S. (2014). On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. Applications of Mathematics59(4), 407-440.

 

140

Hafayed, M., Abba, A., & Abbas, S. (2014). On mean-field stochastic maximum principle for near-optimal controls for Poisson jump diffusion with applications. International Journal of Dynamics and Control2(3), 262-284.

 

141

Abbas, S., Mahto, L., Hafayed, M., & Alimi, A. M. (2014). Asymptotic almost automorphic solutions of impulsive neural network with almost automorphic coefficients. Neurocomputing142, 326-334.

 

142

Hafayed, M. (2014). Singular mean-field optimal control for forward-backward stochastic systems and applications to finance. International Journal of Dynamics and Control2(4), 542-554.

 

143

Bahlali, K., Mezerdiz, M., & Mezerdi, B. (2014). Existence of optimal controls for systems governed by mean-field stochastic differential equations. Afrika Statistika9(1), 627-645.

 

144

Djoudi, W., & Zerarka, A. (2014). Construction of some new exact structures for the nonlinear lattice equation. International Journal of Physical Sciences9(23), 520-524.

 

145

Sayah, A., Yahia, D., & Brahimi, B. (2014). On robust tail index estimation under random censorship. Afrika Statistika9(1), 671-683.

 

146

Mokhtari, B., Melkemi, K. E., Michelucci, D., & Foufou, S. (2014). Dynamic clustering-based method for shape recognition and retrieval. TMCE 2014, Tools and Methods of Competitive Engineering, May 1923, 2014, Budapest, Hungary.

 

 

2013

 

147

Chighoub, F., & Mezerdi, B. (2013). A stochastic maximum principle in mean-field optimal control problems for jump diffusions. Arab Journal of Mathematical Sciences19(2), 223-241.

 

178

Chala, A. (2013). Necessary and sufficient condition for optimality of a backward non-Markovian system. J. Numer. Math. Stoch.5(1), 1-13.

 

149

Chala, A. (2013). A New Approach of Optimal Control Problem for Mean-Field Forward-Backward Systems. Journal of Applied Probability8(01), 11-32.

 

150

Agram, N., Haadem, S., Øksendal, B., & Proske, F. (2013). A maximum principle for infinite horizon delay equations. SIAM Journal on Mathematical Analysis45(4), 2499-2522.

 

151

Al-Hussein, A., & Gherbal, B. (2013, April). Sufficient conditions of optimality for forward-backward doubly SDEs with jumps. In Statistical Methods and Applications in Insurance and Finance (pp. 173-191). Springer, Cham.

 

152

Gherbal, B. (2014). Optimal control problems for linear backward doubly stochastic differential equations. Random Operators and Stochastic Equations22(3), 129-137.

 

153

Hafayed, M., Abbas, S., & Veverka, P. (2013). On necessary and sufficient conditions for near-optimal singular stochastic controls. Optimization Letters7(5), 949-966.

 

154

Hafayed, M., & Abbas, S. (2013). Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions. Journal of Dynamical and Control Systems19(4), 503-517.

 

155

Hafayed, M. (2013). A mean-field necessary and sufficient conditions for optimal singular stochastic control. Communications in Mathematics and Statistics1(4), 417-435.

 

156

Hafayed, M. (2013). A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes. International Journal of Dynamics and Control1(4), 300-315.

 

157

Zerarka, A., & Guergueb, S. (2013). Integration of the hyperbolic telegraph equation in (1+ 1) dimensions via the generalized differential quadrature method. Results in Physics3, 20-23.

 

158

DJEROU, L., KHELIL, N., KHOMRI, B., & BATOUCHE, M. (2013). Image Thresholding Based on Bacterial Foraging and Pareto Multiobjective Optimization. Journal of Applied Computer Science & Mathematics, (14).

 

159

Brahimi, B., Meraghni, D., Necir, A., & Yahia, D. (2013). A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment. Journal of Statistical Planning and Inference143(6), 1064-1081.

 

160

Benkhaled, A., Higgins, H., Chebana, F., & Necir, A. (2014). Frequency analysis of annual maximum suspended sediment concentrations in Abiod wadi, Biskra (Algeria). Hydrological processes28(12), 3841-3854.

 

 

2012

 

161

Bahlali, K., Khelfallah, N., & Mezerdi, B. (2012). Optimality conditions for partial information stochastic control problems driven by Lévy processes. Systems & control letters61(11), 1079-1084.

 

162

Bahlali, K., Chighoub, F., & Mezerdi, B. (2012). On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control. Stochastics An International Journal of Probability and Stochastic Processes84(2-3), 233-249.

 

163

Chighoub, F., & Mezerdi, B. (2011). Near optimality conditions in stochastic control of jump diffusion processes. Systems & control letters60(11), 907-916.

 

164

Bahlali, S., & Chala, A. (2012). A general optimality conditions for stochastic control problems of jump diffusions. Applied Mathematics & Optimization65(1), 15-29.

 

165

Chala, A. (2012). The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem. Random Operators and Stochastic Equations20(3), 255-282.

 

166

Mokhtar Hafayed, S. A. (2012). Filippov approach in necessary conditions of optimality for singular control problem. International Journal of Pure and Applied Mathematics77(5), 667-680.

 

167

Hafayed, M., Veverka, P., & Abbas, S. (2012). On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem. Differential Equations and Dynamical Systems20(2), 111-125.

 

168

Zerarka, A., Soukeur, A., & Saidi, H. (2012). On Some Volterra and Fredholm Problems via the Unified Integrodifferential Quadrature Method. International Scholarly Research Notices2012.

 

169

Khelil, N., Rahmani, N., & Djerou, L. (2012). Improvement of Euler's Method Using Particle Swarm Optimization. Journal of Mathematics and System Science2(9), 535.

 

170

Brahimi, B., Meddi, F., & Necir, A. (2012). Bias-corrected estimation in distortion risk premiums for heavy-tailed losses. Afrika Statistika7(1), 474-490.

 

171

Brahimi, B., Meraghni, D., Necir, A., & Touba, S. (2012). Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime. Afrika Statistika7(1), 441-458.

 

172

Brahimi, B., & Necir, A. (2012). A semiparametric estimation of copula models based on the method of moments. Statistical Methodology9(4), 467-477.

 

173

Yahia, D., & Benatia, F. (2012). Nonlinear wavelet regression function estimator for censored dependent data. Afrika Statistika7(1), 391-411.

 

 

2011

 

174

Bahlali, K., Gherbal, B., & Mezerdi, B. (2011). Existence of optimal controls for systems driven by FBSDEs. Systems & control letters60(5), 344-349.

 

175

Chighoub, F., & Mezerdi, B. (2011). Near optimality conditions in stochastic control of jump diffusion processes. Systems & control letters60(11), 907-916.

 

176

Zerarka, A., Haif-Khaif, O., Libarir, K., & Attaf, A. (2011). Numerical Modeling for Generating the Bound State Energy via a Semi Inverse Variational Method Combined with a B-Spline Type Basis. Chinese Physics Letters28(1), 010202.

 

177

Zerarka, A., Ouamane, S., & Attaf, A. (2011). Construction of exact solutions to a family of wave equations by the functional variable method. Waves in Random and Complex Media21(1), 44-56.

 

178

Benatia, F., Brahimi, B., & Necir, A. (2011). A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method. Afrika statistika6(1), 335-345.

 

179

Necir, A. (2011). Statistical Estimation of Actuarial Risk Measures for Heavy-Tailed Claim Amounts. In: Lovric, M. (eds) International Encyclopedia of Statistical Science. Springer, Berlin, Heidelberg.

 

180

Necir, A., & Zitikis, R. (2011). Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions. Available at SSRN 1855623.

 

181

Brahimi, B., Meraghni, D., Necir, A., & Zitikis, R. (2011). Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Insurance: Mathematics and economics49(3), 325-334.

 

182

Saïd, E. O., & Yahia, D. (2011). Asymptotic normality of a kernel conditional quantile estimator under strong mixing hypothesis and left-truncation. Communications in Statistics-Theory and Methods40(14), 2605-2627.

 

183

Mokhtari, Z., & Melkemi, K. (2011). A new watermarking algorithm based on entropy concept. Acta applicandae mathematicae116(1), 65-69.

 

 

2010

 

184

Buckdahn, R., Labed, B., Rainer, C., & Tamer, L. (2010). Existence of an optimal control for stochastic control systems with nonlinear cost functional. Stochastics: An International Journal of Probability and Stochastics Processes82(3), 241-256.

 

185

Bahlali, K., Gherbal, B., & Mezerdi, B. (2010). Existence and optimality conditions in stochastic control of linear BSDEs. Random Operators & Stochastic Equations18(3).

 

186

Bahlali, S., & Gherbal, B. (2010). Optimality conditions of controlled backward doubly stochastic differential equations. Random Operators & Stochastic Equations18(3).

 

187

Hafayed, M. (2010). Filippov approach in stochastic maximum principle without differentiability assumptions. Electronic Journal of Differential Equations (EJDE)[electronic only]2010, Paper-No.

 

188

Bahlali, S. (2010). Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems. Theory of Probability & Its Applications54(4), 553-570.

 

189

Bahlali, S. (2010). Stochastic controls of backward systems. Random Operators & Stochastic Equations18(2) 125-140

 

190

Zerarka, A., Saidi, H., Attaf, A., & Khelil, N. (2010). Computation of the Schrödinger Equation via the Discrete Derivatives Representation Method: Improvement of Solutions Using Particle Swarm Optimization.

 

191

Zerarka, A., & Ouamane, S. (2010). Application of the functional variable method to a class of nonlinear wave equations. World Journal of Modelling and Simulation6(2), 150-160.

 

192

Zerarka, A., Soukeur, A., & Bensalah, N. (2010). Integral Reduction Arising in Double Transfer and Excitation Amplitude. Communications in Theoretical Physics53(3), 551.

 

193

Zerarka, A., Ouamane, S., & Attaf, A. (2010). On the functional variable method for finding exact solutions to a class of wave equations. Applied Mathematics and Computation217(7), 2897-2904.

 

194

Necir, A., & Meraghni, D. Estimating 𝐿-Functionals for Heavy-Tailed Distributions and Application. Journal of Probability and Statistics2010.

 

195

Necir, A., Rassoul, A., & Zitikis, R. (2010). Estimating the conditional tail expectation in the case of heavy-tailed losses. Journal of Probability and Statistics2010.

 

196

Brahimi, B., Meraghni, D., & Necir, A. (2010). Distortion risk measures for sums of dependent losses. Afrika Statistika5(1).

 

197

Necir, A., Rassoul, A., & Meraghni, D. (2010). POT-Based Estimation of the Renewal Function of Interoccurrence Times of Heavy-Tailed Risks. Journal of Probability and Statistics2010.

 

198

Sayah, A., Yahia, D., & Necir, A. (2010). Champernowne transformation in kernel quantile estimation for heavy-tailed distributions. Afrika Statistika5(1).

 

199

Necir, A., & Meraghni, D. (2010). Estimating L-Functionals for Heavy-Tailed Distributions and Application. Journal of Probability & Statistics.

 

200

Abdelhakim Necir , Brahim Brahimi & Djamel Meraghni (2010) Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’, Scandinavian Actuarial Journal, 2010:3, 246-247

 

201

Zitikis, R., Furman, E., Necir, A., Nešlehová, J., & Puri, M. L. (2010). Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies. Journal of Probability and Statistics2010.

 

 

2009

 

202

Bahlali, K., Khelfallah, N., & Mezerdi, B. (2009). Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Systems & Control Letters58(12), 857-864.

 

203

Bahlali, K., Chighoub, F., Djehiche, B., & Mezerdi, B. (2009). Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Journal of mathematical analysis and applications355(2), 479-494.

 

204

Chighoub, F., Djehiche, B., & Mezerdi, B. (2009). The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients.

 

205

Djerou, L., Khelil, N., Zerarka, A., & Batouche, M. (2009). Searching for the best Points of interpolation using swarm intelligence techniques. In Particle Swarm Optimization (p. 145). IntechOpen.

 

206

Zerarka, A., & Nine, B. (2009). The Particle Swarm Optimization approach applied to the Von-Karman equation. World Journal of Modelling and Simulation5(4), 302-306.

 

207

Zerarka, A., Soukeur, A., & Khelil, N. (2009). The Particle Swarm Optimization Against the Runge’s Phenomenon: Application to the Generalized Integral Quadrature Method. International Journal of Mathematical and Computational Sciences3(5), 293-298.

 

208

Zerarka, A., & Libarir, K. (2009). A semi-inverse variational method for generating the bound state energy eigenvalues in a quantum system: the Schrödinger equation. Communications in Nonlinear Science and Numerical Simulation14(7), 3195-3199.

 

209

Zerarka, A., Saidi, H., & Khelil, N. (2009, August). Computation of the Schrödinger Equation via the Discrete Derivatives Representation Method: Improvement of Solutions Using Particle Swarm Optimization. In 2009 Fifth International Conference on Natural Computation (Vol. 6, pp. 510-513). IEEE.

 

210

Djerou, N. K. L., Zerarka, A., & Batouche, M. (2009). Improvement of Gregory's formula using Particle Swarm Optimization. International Journal of Mathematical and Computational Sciences3(10), 850-852.

 

211

Ould-Saïd, E., Yahia, D., & Necir, A. (2009). A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data. Electronic Journal of Statistics3, 426-445.

 

212

Necir, A., Rassoul, A., & Zitikis, R. (2009). The actuarial CTE risk measure for heavy-tailed losses: A new estimator and confidence intervals. Actuarial Research Clearing House.

 

213

Necir, A., & Meraghni, D. (2009). Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. Insurance: Mathematics and economics45(1), 49-58.

 

 

2008

 

214

Bahlali, S. (2008). Necessary and sufficient optimality conditions for relaxed and strict control problems. SIAM journal on control and optimization47(4), 2078-2095.

 

215

Zerarka, A., & Nine, B. (2008). Solutions of the Von Kàrmàn equations via the non-variational Galerkin-B-spline approach. Communications in Nonlinear Science and Numerical Simulation13(10), 2320-2327.

 

 

2007

 

216

Bahlali, S., Djehiche, B., & Mezerdi, B. (2007). The relaxed stochastic maximum principle in singular optimal control of diffusions. SIAM Journal on Control and Optimization46(2), 427-444.

 

217

Bahlali, K., Mezerdi, B., N'zi, M., Ouknine, Y., & Portenko, N. (2007). Weak solutions and a Yamada–Watanabe theorem for FBSDEs. Random Operators & Stochastic Equations15(3).

 

218

Djerou, L., Batouche, M., Khelil, N., & Zerarka, A. (2007, September). Towards the best points of interpolation using particles swarm Optimisation approach. In 2007 IEEE Congress on Evolutionary Computation (pp. 3211-3214). IEEE.

 

219

Necir, A., Meraghni, D., & Meddi, F. (2007). Statistical estimate of the proportional hazard premium of loss. Scandinavian Actuarial Journal2007(3), 147-161.

 

220

Meraghni, D., & Necir, A. (2007). Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach. Methodology and Computing in Applied Probability9(4), 557-572.

 

221

Melkemi, K., & Mokhtari, Z. (2007). Wavelet bases on the interval: a new approach. Int. J. Math. Anal1, 1019-1030.

 

 

2006

 

222

Bahlali, S., & Labed, B. (2006). Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs. Random Operators & Stochastic Equations14(3).

 

223

Bahlali, S., Mezerdi, B., & Djehiche, B. (2006). Approximation and optimality necessary conditions in relaxed stochastic control problems. Journal of Applied Mathematics and Stochastic Analysis2006.

 

224

Zerarka, A., Khelil, N., & Saidi, H. (2006). A generalised integral quadratic method: improvement of the solution for one dimensional Volterra integral equation using particle swarm optimisation. International Journal of Simulation and Process Modelling2(1-2), 85-91.

 

225

Zerarka, A., Mahboub, K., & Foester, V. G. (2006). Determination of the mean fission lifetime by using the one-dimensional Langevin equation. International Journal of Nuclear Energy Science and Technology2(4), 342-351.

 

226

Nine, B., Haif-Khaif, O., & Zerarka, A. (2006). The eigenenergies of the wave function through the non-variational Galerkin-B-spline approach. Applied mathematics and computation178(2), 486-492.

 

227

Saidi, H., Khelil, N., Hassouni, S., & Zerarka, A. (2006). Energy spectra of the Schrödinger equation and the differential quadrature method: improvement of the solution using particle swarm optimization. Applied mathematics and computation182(1), 559-566.

 

228

Zerarka, A., Saidi, H., Hassouni, S., & Bensalah, N. (2006). Evaluation of the bound states of a quantum system via the differential quadrature method: Extended to coupled differential equations. Applied mathematics and computation182(1), 665-671.

 

229

Khelil, N., Bensalah, N., Saidi, H., & Zerarka, A. (2006). Artificial perturbation for solving the Korteweg-de Vries equation. Journal of Zhejiang University-SCIENCE A7(12), 2079-2082.

 

230

Necir, A. (2006). A functional law of the iterated logarithm for kernel-type estimators of the tail index. Journal of statistical planning and inference136(3), 780-802.

 

231

Necir, A. (2006). A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance. Methodology and Computing in Applied Probability8(3), 321-343.

 

 

2005

 

232

Bahlali, S., & Chala, A. (2005). The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients. Random Operators & Stochastic Equations13(1).

 

233

Bahlali, S., & Mezerdi, B. (2005). A general stochastic maximum principle for singular control problems. Electronic Journal of Probability10, 988-1004.

 

234

Bahlali, K., Hamadene, S., & Mezerdi, B. (2005). Backward SDEs with two reflecting barriers and continuous with quadratic growth coefficient [J]. Stochastic Process. Appl115(7), 1107-1129.

 

235

Bahlali, K., & Mezerdi, B. (2005). Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Stochastic Processes and their Applications115(7), 1107-1129.

 

236

Zerarka, A., & Foester, V. G. (2005). Separation method for solving the generalized Korteweg–de Vries equation. Communications in Nonlinear Science and Numerical Simulation10(2), 217-225.

 

237

Zerarka, A., Bensalah, N., & Hans, J. (2005). Inverse potential scattering problem and its application to the Na-He system. Theoretical and mathematical physics142(3), 470-480.

 

238

Mahboub, K., Zerarka, A., & Foester, V. G. (2005). Fusion of heavy ions by means of the Langevin equation. Physical Review C71(6), 064609.

 

239

Zerarka, A., & Soukeur, A. (2005). A generalized integral quadratic method: I. An efficient solution for one-dimensional Volterra integral equation. Communications in Nonlinear Science and Numerical Simulation10(6), 653-663.

 

240

Zerarka, A., Hassouni, S., Saidi, H., & Boumedjane, Y. (2005). Energy spectra of the Schrödinger equation and the differential quadrature method. Communications in Nonlinear Science and Numerical Simulation10(7), 737-745.

 

 

2004

 

241

Bahlali, K., Essaky, E. H., & Labed, B. (2004). Reflected Backward Stochastic Differential Equation with Super-Linear Growth. In Proceedings of the International Conference on Stochastic Analysis and Applications (pp. 199-216). Springer, Dordrecht.

 

242

Bahlali, K., Mezerdi, B., & Ouknine, Y. (2004). Prevalence of backward stochastic differential equations with unique solution. Journal of Applied Mathematics and Stochastic Analysis2004(2), 123-136.

 

243

Zerarka, A., & Foester, V. G. (2004). Transfer-excitation cross section in the independent electron model at high velocities: S15++ H collision. Journal of Quantitative Spectroscopy and Radiative Transfer86(2), 151-159.

 

244

Necir, A., & Boukhetala, K. (2004). Estimating the riskadjusted premium for the largest claims reinsurance covers. In COMPSTAT 2004–Proceedings in Computational Statistics (pp. 1577-1584).

 

 

2003

 

245

Zerarka, A., Foester, V. G., & Hans, J. (2003). 2 e− transfer and excitation formalism in ion-atom collisions at high energies. Physical Review A68(3), 032711.

 

246

Zerarka, A., Mahboub, K., & Foester, V. G. (2003). Liquid Drop Parameters for a Cold Symmetric Nucleus. Journal of Theoretics5, 5.

 

 

2002

 

247

Mezerdi, B., & Bahlali, S. (2002). Necessary conditions for optimality in relaxed stochastic control problems. Stochastics: An International Journal of Probability and Stochastic Processes73(3-4), 201-218.

 

248

Bahlali, K., Mezerdi, B., & Ouknine, Y. (2002). A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients. Journal of Applied Mathematics and Stochastic Analysis15(4), 357-370.

 

249

Zerarka, A., & Boumedjane, Y. (2002). Potential Identification by Inverse Scattering Theory. International Journal of Theoretical Physics41(9), 1745-1753.

 

250

Zerarka, A., Boumedjane, Y., & Hans, J. (2002). Inverted potential by the phase-integral method: He-Na elastic scattering. Physical Review A66(5), 052717.

 

 

2001

 

251

Khaled, B., Brahim, M., & Youssef, O. (2001). Some generic properties in backward stochastic differential equations with continuous coefficient. Monte Carlo Methods and Applications7(1-2), 15-20.

 

 

 

 

Laboratoire de Mathématiques Appliquées "LMA" Université Mohamed Khider Biskra, BP 145 RP, 07000 Biskra, Algérie

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