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Publications internationales |
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2022 |
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1 |
Dassa, M., & Chala, A. (2022). Stochastic maximum principle for optimal control problem under G-expectation utility. Random Operators and Stochastic Equations. |
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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. |
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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. |
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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.
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5 |
Agram, N., Labed, S., Oksendal, B., & Yakhlef, S. (2022). Singular Control Of Stochastic Volterra Integral Equations. Acta Mathematica Scientia, 42(3), 1003-1017. |
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6 |
Abdelhadi, K., & Khelfallah, N. (2022). Locally Lipschitz BSDE with jumps and related Kolmogorov equation. Stochastics and Dynamics, 2250021. |
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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 Management, 15(3), 143. |
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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. |
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9 |
Nemer, A., Mokhtari, Z., & Kaboul, H. (2022). Product integration method for treating a nonlinear Volterra integral equation with a weakly singular kernel. Mathematical Sciences, 16(1), 71-78. |
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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. |
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2021 |
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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 Cryptography, 24(1), 35-47. |
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12 |
Brahimi, M., Melkemi, K., & Boussaad, A. (2021). Design of nonstationary wavelets through the positive solution of Bezout’s equation. Journal of Interdisciplinary Mathematics, 24(3), 553-565. |
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13 |
Abdelli, J., & Brahimi, B. (2021). On copula moment: empirical likelihood based estimation method. Arab Journal of Mathematical Sciences. |
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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. |
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15 |
Dahmane, K. B., Benatia, F., & Brahimi, B. (2021). Estimating the Mean of Heavy-tailed Distributionunder Random Truncation. Журнал Сибирского федерального университета. Математика и физика, 14(3), 273-286. |
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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 Practice, 15(1), 1-12. |
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17 |
Jamal, F., Chesneau, C., Bouali, D. L., & Ul Hassan, M. (2021). Beyond the Sin-G family: The transformed Sin-G family. Plos one, 16(5), e0250790. |
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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 Ciências, 93. |
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19 |
Abdelli, J., & Brahimi, B. (2021). On copula moment: empirical likelihood based estimation method. Arab Journal of Mathematical Sciences. |
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20 |
Benkhelifa, L. (2021). The Beta Reduced Modified Weibull Distribution with Applications to Reliability Data. Journal of Reliability and Statistical Studies, 323-352. |
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22 |
Madoui, I., Eddahbi, M., & Khelfallah, N. (2021). Quadratic BSDEs with jumps and related PIDEs. Stochastics, 1-29. |
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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. |
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24 |
Alia, I., & Chighoub, F. (2021). Continuous-time mean-variance portfolio selection with regime-switching financial market: Time-consistent solution. Random Operators and Stochastic Equations, 29(1), 11-25. |
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25 |
Mezerdi, M. A. (2021). On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations. Stochastic Analysis and Applications, 39(5), 804-818. |
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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. |
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2020 |
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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 Sciences, 43(17), 10296-10318. |
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28 |
Bahlali, K., Mezerdi, M. A., & Mezerdi, B. (2020). Stability of McKean–Vlasov stochastic differential equations and applications. Stochastics and Dynamics, 20(01), 2050007. |
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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 Sciences, 43(17), 10296-10318. |
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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 Control, 22(3), 1360-1371. |
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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 Equations, 28(4), 291-306. |
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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 Theory, 9(3), 817. |
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34 |
Bahlali, K., Mezerdi, M. A., & Mezerdi, B. (2020). Stability of McKean–Vlasov stochastic differential equations and applications. Stochastics and Dynamics, 20(01), 2050007. |
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35 |
Mostapha Abdelouahab Saouli, B. Mansouri, Anticipated backward doubly stochastic differential equations driven by teugels martingales with or without reflecting barrier. Daghestan Electronic Mathematical Reports 13, 1-21 |
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36 |
Ninouh, A., Gherbal, B., & Berrouis, N. (2020). Existence of optimal controls for systems of controlled forward-backward doubly SDEs. Random Operators and Stochastic Equations, 28(2), 93-112. |
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37 |
2019 |
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38 |
Houas, A., & Mokhtari, Z. (2019). Diffuse representation of image and its applications to cryptography and compression. |
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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. |
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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 Equations, 27(1), 9-25. |
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41 |
Alia, I., & Chighoub, F. (2019). Equilibrium reinsurance-investment strategy for mean-variance insurers under state dependent risk aversion. Control and Cybernetics, 48. |
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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 Practice, 13(1), 1-33. |
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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 |
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44 |
AST Menacer.(2019) Control, Stabilization and Synchronization of Fractional-Order Jerk System. Nonlinear Dynamics and Systems Theory 19 (4), 523-536 |
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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 |
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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 Methods, 40(3), 499-516. |
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47 |
Mahto, L., Abbas, S., Hafayed, M., & Srivastava, H. M. (2019). Approximate controllability of sub-diffusion equation with impulsive condition. Mathematics, 7(2), 190. |
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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 Control, 31(3), 245-258. |
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49 |
RAHMANI, N., & KHELIL, N. (2019). Portfolio optimization using pca classification and genetics algorithm. Journal of Global Economics, Management and Business Research, 129-141. |
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50 |
Agram, N., Øksendal, B., & Yakhlef, S. (2019). New approach to optimal control of stochastic Volterra integral equations. Stochastics, 91(6), 873-894. |
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51 |
BENOUMELAZ FAROUK, ABED SAMIRA, KHELIL NACER, REBIAI BELGACEM, KAMAL HOUAM. (2019). Journal of Prime Research in Mathematics. 15 |
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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 Practice, 13(1), 1-33. |
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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. |
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2018 |
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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. |
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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.
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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. |
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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. |
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59 |
Zeghdoudi, H., Nouara, L., & Yahia, D. (2018). Lindley Pareto Distribution. STATISTICS, 671. |
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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. |
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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. |
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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). |
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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 Computation, 3(4), 511-522. |
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64 |
Agram, N., & Røse, E. E. (2018). Optimal control of forward–backward mean-field stochastic delayed systems. Afrika Matematika, 29(1), 149-174. |
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65 |
Agram, N., & Øksendal, B. (2018). A Hida–Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 21(03), 1850014. |
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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 Methods, 39(3), 1202-1219. |
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67 |
Bahlali, K., Mezerdi, M., & Mezerdi, B. (2018). On the relaxed mean-field stochastic control problem. Stochastics and Dynamics, 18(03), 1850024. |
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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 Optics, 65(8), 987-993. |
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69 |
Ouaar, F., & Khelil, N. (2018). Solving Initial Value Problems by Flower Pollination Algorithm. American Journal of Electrical and Computer Engineering, 2(2), 31-36. |
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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. |
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71 |
OUAAR, F., & KHELIL, N. (2019). Optimization of Civil Engineering’s Initial Value Problems by Particle Swarm Optimization Algorithm. Int JS Res Civil Engg, 3(1), 01-07. |
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2017 |
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72 |
Dehda, B., & Melkemi, K. (2017). Image denoising using new wavelet thresholding function. Journal of Applied Mathematics and Computational Mechanics, 16(2), 55-65. |
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73 |
Dehda, B., & Melkemi, K. (2016). Novel method for reduction of wavelet coefficients number and its applications in images compression. IJAMML, 5(1), 43-65. |
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74 |
Baghery, F., Khelfallah, N., Mezerdi, B., & Turpin, I. (2017). On optimal control of forward–backward stochastic differential equations. Afrika Matematika, 28(7), 1075-1092. |
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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). |
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76 |
Chala, A. (2017). Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application. J. Numer. Math. Stoch, 9, 48-60. |
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78 |
Chala, A. (2017). The general relaxed control problem of fully coupled forward–backward doubly system. SeMA Journal, 74(1), 1-19. |
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79 |
Labed, S., & Mezerdi, B. (2017). The maximum principle in optimal control of systems driven by martingale measures. Afrika Statistika, 12(1), 1095-1116. |
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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 Control, 28(2), 97-113. |
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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 Control, 5(2), 297-305. |
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82 |
Bahlali, K., Mezerdi, M., & Mezerdi, B. (2017). Existence and optimality conditions for relaxed mean-field stochastic control problems. Systems & Control Letters, 102, 1-8. |
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83 |
Gherbal, H. B., & Mezerdi, B. (2017). The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps. Afrika Statistika, 12(2), 1287-1312. |
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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 |
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85 |
N Khelil, L Djerou. (2017). Parameterized Gregory Formula. Communications in Mathematics and Applications. 8, 2, 167-181. |
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86 |
Benameur, S., Benkhaled, A., Meraghni, D., Chebana, F., & Necir, A. (2017). Complete flood frequency analysis in Abiod watershed, Biskra (Algeria). Natural hazards, 86(2), 519-534. |
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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 Statistika, 12(1), 1159-1170. |
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88 |
Tour, M., Sayah, A., & Yahia, D. (2017). A modified Champernowne transformation to improve boundary effect in kernel distribution estimation. Afrika Statistika, 12(2), 1219-1233. |
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89 |
Chine, A., & Benatia, F. (2017). Bivariate copulas parameters estimation using the trimmed L-moments method. Afrika Statistika, 12(1), 1185-1197. |
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90 |
Betteka, S., & Brahimi, B. (2017). Optimal number of upper order statistics used in estimation for the coeffcient of tail dependence. Afrika Statistika, 12(1), 1171-1184. |
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91 |
Mokhtari, B., Melkemi, K. E., Michelucci, D., & Foufou, S. (2017). Unsupervised geodesic convex combination of shape dissimilarity measures. Pattern Recognition Letters, 98, 46-52. |
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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 Technology, 55(2), 79-91. |
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93 |
Moumni, M., & Haoues, A. (2017). Some stochastic representations of quantum interference. ON MATHEMATICAL MODELLING IN APPLIED SCIENCES, 48. |
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2016 |
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94 |
Khelfallah, N., & Mezerdi, B. (2016). Near-optimality conditions in stochastic control of linear fully coupled FBSDEs. Afrika Matematika, 27(3), 327-343. |
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95 |
Alia, I., Chighoub, F., & Sohail, A. (2016). A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers. Insurance: Mathematics and Economics, 68, 212-223. |
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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, |
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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. Botánica, 73(1), 42-53. |
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98 |
Simozrag, A., Chala, A., Djerouni, A., & Bentchikou, M. E. (2016). Phenotypic diversity of date palm cultivars (Phoenix dactylifera L.) from Algeria. Gayana Botánica, 73(1), 42-53. |
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99 |
Mezerdi, B., & Yakhlef, S. (2016). A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus. Afrika Matematika, 27(3), 409-426. |
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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 Control, 25(1), 1-16. |
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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 Control, 89(2), 397-410. |
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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. Neurocomputing, 182, 133-144. |
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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 2, 65(3), 485-505. |
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104 |
Abbas, S., Mahto, L., Favini, A., & Hafayed, M. (2016). Dynamical study of fractional model of allelopathic stimulatory phytoplankton species. Differential Equations and Dynamical Systems, 24(3), 267-280. |
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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. Neurocomputing, 200, 11-21. |
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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 EQUATIONS, 29(3), 195-203. |
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107 |
Djoudi, W., & Zerarka, A. (2016). Exact structures for the KdV–mKdV equation with variable coefficients via the functional variable method. Optik, 127(20), 9621-9626. |
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108 |
Djoudi, W., Debowsky, G., & Zerarka, A. (2016). New exact solutions for the nonlinear lattice problem via the auxiliary fractional shape. Optik, 127(22), 11049-11054. |
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109 |
Djoudi, W., & Zerarka, A. (2016). Exact solutions for the KdV–mKdV equation with time-dependent coefficients using the modified functional variable method. Cogent Mathematics, 3(1), 1218405. |
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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). |
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111 |
Mokrani, F., Fellag, H., & Necir, A. (2016). Robust bayesian inference of generalized Pareto distribution. Afrika Statistika, 11(2), 1061-1074. |
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112 |
Soltane, L., Meraghni, D., & Necir, A. (2016). Statistical estimate of the proportional hazard premium of loss under random censoring. Afrika Statistika, 11(1), 883-899. |
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113 |
Benchaira, S., Meraghni, D., & Necir, A. (2016). Tail product-limit process for truncated data with application to extreme value index estimation. Extremes, 19(2), 219-251. |
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114 |
Benchaira, S., Meraghni, D., & Necir, A. (2016). Kernel estimation of the tail index of a right-truncated Pareto-type distribution. Statistics & Probability Letters, 119, 186-193. |
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115 |
Benelmir, I., & Meraghni, D. (2016). Association measures and estimation of copula parameters. Afrika Statistika, 11(1), 933-942. |
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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 Economics, 70, 135-143. |
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117 |
HOUAS, A., SOUALHI, S., & MOKHTARI, Z. (2016). Novel Crypting Methods Based on Singular Values Decomposition. Journal of Applied Computer Science & Mathematics, 10(22). |
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118 |
Menacer, T., Lozi, R., & Chua, L. O. (2016). Hidden bifurcations in the multispiral Chua attractor. International Journal of Bifurcation and Chaos, 26(14), 1630039. |
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2015 |
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119 |
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Adel, C. (2015). Necessary condition for optimality of forward–backward doubly system. Afrika Matematika, 26(3), 575-584. |
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Chala, A. (2015). Near-relaxed control problem of fully coupled forward–backward doubly system. Communications in Mathematics and Statistics, 3(4), 459-476. |
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Agram, N., & Øksendal, B. (2015). Malliavin calculus and optimal control of stochastic Volterra equations. Journal of Optimization Theory and Applications, 167(3), 1070-1094. |
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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 Statistics, 3(2), 163-186. |
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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 Applications, 167(3), 1051-1069. |
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Khernane, A., Khelil, N., & Djerou, L. (2015). An Approximation Method for Exact Boundary Controllability of Euler-Bernoulli System. International Journal of Mathematical and Computational Sciences, 9(12), 746-751. |
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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 Statistics, 24(4), 266-279. |
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128 |
Benchaira, S., Meraghni, D., & Necir, A. (2015). On the asymptotic normality of the extreme value index for right-truncated data. Statistics & Probability Letters, 107, 378-384. |
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129 |
Kheireddine, S., Sayah, A., & Yahia, D. (2015). General method of boundary correction in kernel regression estimation. Afrika Statistika, 10(1), 739-750. |
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Hassouna, H., Melgani, F., & Mokhtari, Z. (2015). Spatial contextual Gaussian process learning for remote-sensing image classification. Remote Sensing Letters, 6(7), 519-528. |
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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 Equations, 22(3), 151-161. |
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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. |
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N.CHAOUCHKHOUAN,B.LABED,and B.MANSOURI. (2014). Mean-field reflected backward doubly stochastic DE with continuous coefficients. Journal of Numerical Mathematics and Stochastics, 6(1), 62-72. |
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Chala, A. (2014). On Optimal Control Problem for Backward Stochastic Doubly Systems. International Scholarly Research Notices, 2014. |
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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. |
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136 |
Agram, N., & Øksendal, B. (2014). Infinite horizon optimal control of forward–backward stochastic differential equations with delay. Journal of Computational and Applied Mathematics, 259, 336-349. |
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137 |
Abbas, S., Chang, Y. K., & Hafayed, M. (2014). Stepanov type weighted pseudo almost automorphic sequences and their applications to difference equations. Nonlinear Studies, 21(1). |
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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 Applications, 160(3), 778-808. |
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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 Mathematics, 59(4), 407-440. |
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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 Control, 2(3), 262-284. |
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141 |
Abbas, S., Mahto, L., Hafayed, M., & Alimi, A. M. (2014). Asymptotic almost automorphic solutions of impulsive neural network with almost automorphic coefficients. Neurocomputing, 142, 326-334. |
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142 |
Hafayed, M. (2014). Singular mean-field optimal control for forward-backward stochastic systems and applications to finance. International Journal of Dynamics and Control, 2(4), 542-554. |
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143 |
Bahlali, K., Mezerdiz, M., & Mezerdi, B. (2014). Existence of optimal controls for systems governed by mean-field stochastic differential equations. Afrika Statistika, 9(1), 627-645. |
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144 |
Djoudi, W., & Zerarka, A. (2014). Construction of some new exact structures for the nonlinear lattice equation. International Journal of Physical Sciences, 9(23), 520-524. |
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145 |
Sayah, A., Yahia, D., & Brahimi, B. (2014). On robust tail index estimation under random censorship. Afrika Statistika, 9(1), 671-683. |
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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. |
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2013 |
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Chighoub, F., & Mezerdi, B. (2013). A stochastic maximum principle in mean-field optimal control problems for jump diffusions. Arab Journal of Mathematical Sciences, 19(2), 223-241. |
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Chala, A. (2013). Necessary and sufficient condition for optimality of a backward non-Markovian system. J. Numer. Math. Stoch., 5(1), 1-13. |
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Chala, A. (2013). A New Approach of Optimal Control Problem for Mean-Field Forward-Backward Systems. Journal of Applied Probability, 8(01), 11-32. |
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Agram, N., Haadem, S., Øksendal, B., & Proske, F. (2013). A maximum principle for infinite horizon delay equations. SIAM Journal on Mathematical Analysis, 45(4), 2499-2522. |
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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. |
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Gherbal, B. (2014). Optimal control problems for linear backward doubly stochastic differential equations. Random Operators and Stochastic Equations, 22(3), 129-137. |
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153 |
Hafayed, M., Abbas, S., & Veverka, P. (2013). On necessary and sufficient conditions for near-optimal singular stochastic controls. Optimization Letters, 7(5), 949-966. |
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154 |
Hafayed, M., & Abbas, S. (2013). Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions. Journal of Dynamical and Control Systems, 19(4), 503-517. |
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155 |
Hafayed, M. (2013). A mean-field necessary and sufficient conditions for optimal singular stochastic control. Communications in Mathematics and Statistics, 1(4), 417-435. |
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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 Control, 1(4), 300-315. |
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157 |
Zerarka, A., & Guergueb, S. (2013). Integration of the hyperbolic telegraph equation in (1+ 1) dimensions via the generalized differential quadrature method. Results in Physics, 3, 20-23. |
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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). |
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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 Inference, 143(6), 1064-1081. |
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160 |
Benkhaled, A., Higgins, H., Chebana, F., & Necir, A. (2014). Frequency analysis of annual maximum suspended sediment concentrations in Abiod wadi, Biskra (Algeria). Hydrological processes, 28(12), 3841-3854. |
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2012 |
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161 |
Bahlali, K., Khelfallah, N., & Mezerdi, B. (2012). Optimality conditions for partial information stochastic control problems driven by Lévy processes. Systems & control letters, 61(11), 1079-1084. |
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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 Processes, 84(2-3), 233-249. |
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Chighoub, F., & Mezerdi, B. (2011). Near optimality conditions in stochastic control of jump diffusion processes. Systems & control letters, 60(11), 907-916. |
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164 |
Bahlali, S., & Chala, A. (2012). A general optimality conditions for stochastic control problems of jump diffusions. Applied Mathematics & Optimization, 65(1), 15-29. |
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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 Equations, 20(3), 255-282. |
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166 |
Mokhtar Hafayed, S. A. (2012). Filippov approach in necessary conditions of optimality for singular control problem. International Journal of Pure and Applied Mathematics, 77(5), 667-680. |
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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 Systems, 20(2), 111-125. |
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168 |
Zerarka, A., Soukeur, A., & Saidi, H. (2012). On Some Volterra and Fredholm Problems via the Unified Integrodifferential Quadrature Method. International Scholarly Research Notices, 2012. |
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169 |
Khelil, N., Rahmani, N., & Djerou, L. (2012). Improvement of Euler's Method Using Particle Swarm Optimization. Journal of Mathematics and System Science, 2(9), 535. |
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170 |
Brahimi, B., Meddi, F., & Necir, A. (2012). Bias-corrected estimation in distortion risk premiums for heavy-tailed losses. Afrika Statistika, 7(1), 474-490. |
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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 Statistika, 7(1), 441-458. |
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172 |
Brahimi, B., & Necir, A. (2012). A semiparametric estimation of copula models based on the method of moments. Statistical Methodology, 9(4), 467-477. |
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173 |
Yahia, D., & Benatia, F. (2012). Nonlinear wavelet regression function estimator for censored dependent data. Afrika Statistika, 7(1), 391-411. |
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2011 |
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Bahlali, K., Gherbal, B., & Mezerdi, B. (2011). Existence of optimal controls for systems driven by FBSDEs. Systems & control letters, 60(5), 344-349. |
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175 |
Chighoub, F., & Mezerdi, B. (2011). Near optimality conditions in stochastic control of jump diffusion processes. Systems & control letters, 60(11), 907-916. |
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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 Letters, 28(1), 010202. |
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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 Media, 21(1), 44-56. |
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178 |
Benatia, F., Brahimi, B., & Necir, A. (2011). A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method. Afrika statistika, 6(1), 335-345. |
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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. |
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180 |
Necir, A., & Zitikis, R. (2011). Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions. Available at SSRN 1855623. |
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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 economics, 49(3), 325-334. |
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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 Methods, 40(14), 2605-2627. |
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183 |
Mokhtari, Z., & Melkemi, K. (2011). A new watermarking algorithm based on entropy concept. Acta applicandae mathematicae, 116(1), 65-69. |
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2010 |
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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 Processes, 82(3), 241-256. |
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185 |
Bahlali, K., Gherbal, B., & Mezerdi, B. (2010). Existence and optimality conditions in stochastic control of linear BSDEs. Random Operators & Stochastic Equations, 18(3). |
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186 |
Bahlali, S., & Gherbal, B. (2010). Optimality conditions of controlled backward doubly stochastic differential equations. Random Operators & Stochastic Equations, 18(3). |
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187 |
Hafayed, M. (2010). Filippov approach in stochastic maximum principle without differentiability assumptions. Electronic Journal of Differential Equations (EJDE)[electronic only], 2010, Paper-No. |
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188 |
Bahlali, S. (2010). Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems. Theory of Probability & Its Applications, 54(4), 553-570. |
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189 |
Bahlali, S. (2010). Stochastic controls of backward systems. Random Operators & Stochastic Equations, 18(2) 125-140 |
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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. |
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191 |
Zerarka, A., & Ouamane, S. (2010). Application of the functional variable method to a class of nonlinear wave equations. World Journal of Modelling and Simulation, 6(2), 150-160. |
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192 |
Zerarka, A., Soukeur, A., & Bensalah, N. (2010). Integral Reduction Arising in Double Transfer and Excitation Amplitude. Communications in Theoretical Physics, 53(3), 551. |
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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 Computation, 217(7), 2897-2904. |
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194 |
Necir, A., & Meraghni, D. Estimating 𝐿-Functionals for Heavy-Tailed Distributions and Application. Journal of Probability and Statistics, 2010. |
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195 |
Necir, A., Rassoul, A., & Zitikis, R. (2010). Estimating the conditional tail expectation in the case of heavy-tailed losses. Journal of Probability and Statistics, 2010. |
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196 |
Brahimi, B., Meraghni, D., & Necir, A. (2010). Distortion risk measures for sums of dependent losses. Afrika Statistika, 5(1). |
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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 Statistics, 2010. |
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198 |
Sayah, A., Yahia, D., & Necir, A. (2010). Champernowne transformation in kernel quantile estimation for heavy-tailed distributions. Afrika Statistika, 5(1). |
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199 |
Necir, A., & Meraghni, D. (2010). Estimating L-Functionals for Heavy-Tailed Distributions and Application. Journal of Probability & Statistics. |
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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 |
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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 Statistics, 2010. |
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2009 |
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202 |
Bahlali, K., Khelfallah, N., & Mezerdi, B. (2009). Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Systems & Control Letters, 58(12), 857-864. |
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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 applications, 355(2), 479-494. |
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204 |
Chighoub, F., Djehiche, B., & Mezerdi, B. (2009). The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. |
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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. |
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206 |
Zerarka, A., & Nine, B. (2009). The Particle Swarm Optimization approach applied to the Von-Karman equation. World Journal of Modelling and Simulation, 5(4), 302-306. |
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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 Sciences, 3(5), 293-298. |
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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 Simulation, 14(7), 3195-3199. |
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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. |
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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 Sciences, 3(10), 850-852. |
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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 Statistics, 3, 426-445. |
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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. |
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213 |
Necir, A., & Meraghni, D. (2009). Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. Insurance: Mathematics and economics, 45(1), 49-58. |
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2008 |
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214 |
Bahlali, S. (2008). Necessary and sufficient optimality conditions for relaxed and strict control problems. SIAM journal on control and optimization, 47(4), 2078-2095. |
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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 Simulation, 13(10), 2320-2327. |
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2007 |
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216 |
Bahlali, S., Djehiche, B., & Mezerdi, B. (2007). The relaxed stochastic maximum principle in singular optimal control of diffusions. SIAM Journal on Control and Optimization, 46(2), 427-444. |
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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 Equations, 15(3). |
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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. |
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219 |
Necir, A., Meraghni, D., & Meddi, F. (2007). Statistical estimate of the proportional hazard premium of loss. Scandinavian Actuarial Journal, 2007(3), 147-161. |
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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 Probability, 9(4), 557-572. |
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221 |
Melkemi, K., & Mokhtari, Z. (2007). Wavelet bases on the interval: a new approach. Int. J. Math. Anal, 1, 1019-1030. |
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2006 |
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222 |
Bahlali, S., & Labed, B. (2006). Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs. Random Operators & Stochastic Equations, 14(3). |
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223 |
Bahlali, S., Mezerdi, B., & Djehiche, B. (2006). Approximation and optimality necessary conditions in relaxed stochastic control problems. Journal of Applied Mathematics and Stochastic Analysis, 2006. |
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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 Modelling, 2(1-2), 85-91. |
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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 Technology, 2(4), 342-351. |
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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 computation, 178(2), 486-492. |
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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 computation, 182(1), 559-566. |
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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 computation, 182(1), 665-671. |
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229 |
Khelil, N., Bensalah, N., Saidi, H., & Zerarka, A. (2006). Artificial perturbation for solving the Korteweg-de Vries equation. Journal of Zhejiang University-SCIENCE A, 7(12), 2079-2082. |
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230 |
Necir, A. (2006). A functional law of the iterated logarithm for kernel-type estimators of the tail index. Journal of statistical planning and inference, 136(3), 780-802. |
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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 Probability, 8(3), 321-343. |
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2005 |
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232 |
Bahlali, S., & Chala, A. (2005). The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients. Random Operators & Stochastic Equations, 13(1). |
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233 |
Bahlali, S., & Mezerdi, B. (2005). A general stochastic maximum principle for singular control problems. Electronic Journal of Probability, 10, 988-1004. |
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234 |
Bahlali, K., Hamadene, S., & Mezerdi, B. (2005). Backward SDEs with two reflecting barriers and continuous with quadratic growth coefficient [J]. Stochastic Process. Appl, 115(7), 1107-1129. |
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Bahlali, K., & Mezerdi, B. (2005). Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Stochastic Processes and their Applications, 115(7), 1107-1129. |
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236 |
Zerarka, A., & Foester, V. G. (2005). Separation method for solving the generalized Korteweg–de Vries equation. Communications in Nonlinear Science and Numerical Simulation, 10(2), 217-225. |
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237 |
Zerarka, A., Bensalah, N., & Hans, J. (2005). Inverse potential scattering problem and its application to the Na-He system. Theoretical and mathematical physics, 142(3), 470-480. |
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238 |
Mahboub, K., Zerarka, A., & Foester, V. G. (2005). Fusion of heavy ions by means of the Langevin equation. Physical Review C, 71(6), 064609. |
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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 Simulation, 10(6), 653-663. |
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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 Simulation, 10(7), 737-745. |
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2004 |
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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. |
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242 |
Bahlali, K., Mezerdi, B., & Ouknine, Y. (2004). Prevalence of backward stochastic differential equations with unique solution. Journal of Applied Mathematics and Stochastic Analysis, 2004(2), 123-136. |
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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 Transfer, 86(2), 151-159. |
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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). |
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2003 |
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245 |
Zerarka, A., Foester, V. G., & Hans, J. (2003). 2 e− transfer and excitation formalism in ion-atom collisions at high energies. Physical Review A, 68(3), 032711. |
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246 |
Zerarka, A., Mahboub, K., & Foester, V. G. (2003). Liquid Drop Parameters for a Cold Symmetric Nucleus. Journal of Theoretics, 5, 5. |
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2002 |
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247 |
Mezerdi, B., & Bahlali, S. (2002). Necessary conditions for optimality in relaxed stochastic control problems. Stochastics: An International Journal of Probability and Stochastic Processes, 73(3-4), 201-218. |
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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 Analysis, 15(4), 357-370. |
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249 |
Zerarka, A., & Boumedjane, Y. (2002). Potential Identification by Inverse Scattering Theory. International Journal of Theoretical Physics, 41(9), 1745-1753. |
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250 |
Zerarka, A., Boumedjane, Y., & Hans, J. (2002). Inverted potential by the phase-integral method: He-Na elastic scattering. Physical Review A, 66(5), 052717. |
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2001 |
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251 |
Khaled, B., Brahim, M., & Youssef, O. (2001). Some generic properties in backward stochastic differential equations with continuous coefficient. Monte Carlo Methods and Applications, 7(1-2), 15-20. |
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