♦Backward stochastic differential equations and their applications to the homogenization of partial differential equations.
  PhD thesis, Cadi Ayyad University (Marrakech), July 2002.   (629kB).

♦Backward stochastic differential equations and their applications.
 Universitary Habilitation, Cadi Ayyad University (Marrakech), April 2009.

1. Homogenization of multivalued partial differential equations via reflected backward stochastic differential equations. Stochastic Analysis and Applications. Vol. 22, no. 1, pp. 81-98, (2004). (In Collaboration with Y. Ouknine).

2. Equations différentielles stochastiques rétrogrades et homogénéisation des inégalités variationnelles semi-linéaires (Backward stochastic differential equations and homogenization of semi-linear variational inequalities). Bull. Sci. math. 126, pp. 413-431, (2002). (In Collaboration with Y. Ouknine). Get it from ScienceDirect website


3. Reflected Backward Stochastic Differential Equation with jumps and Locally Lipschitz Coefficient. Random Operators and Stochastic Equations, Vol. 10, no. 4, pp. 335-350 (2002). (In Collaboration with K. Bahlali and Y. Ouknine).

4. Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coeffecient. C. R. Acad. Sci. Paris, Ser. I 335 (2002) pp. 1-6. (In Collaboration with K. Bahlali, M. Hassani and E. Pardoux). Get it from ScienceDirect website


5. Quasi-linear parabolic SPDEs with continuous coeffecients. African Journal of Mathematics. Vol. 1, no. 2, (2004). (In Collaboration with K. Bahlali and M. Eddahbi).

6. Reflected backward stochastic differential equation with locally monotone coeffecient. Stochastic Analysis and Applications. Vol. 22, no. 4, pp. 939-970, (2004). (In Collaboration with K. Bahlali and Y. Ouknine).

7. BSDE associated with Lévy processes and application to PDIE. J. Appl. Math. Stochastic Anal. 16, no. 1, 1-17, (2003). (In Collaboration with K. Bahlali and M. Eddahbi). Get it from Journal of Applied Mathematics and Stochastic Analysis website


8. Reflected backward stochastic differential equation with super-linear coeffecient. Proceedings of the International Conference on Stochastic Analysis and Applications, 199--216, Kluwer Acad. Publ., Dordrecht, 2004.(In Collaboration with K. Bahlali and A. labed).

9. Backward stochastic differential equation with two reflecting barriers and jumps. Stochastic Analysis and Applications, 23, no. 5, 921-938, (2005).(In Collaboration with Y. Ouknine and N. Harraj).

10. Averaging of backward stochastic differential equation and homogenization of partial differential equations with periodic coeffecients. Stoch. Anal. Appl., 24, no. 2, 277–301, (2006).(In Collaboration with Y. Ouknine).

11. Reflected BSDEs with jumps and RCLL obstacle. Bulletin des Sciences Mathématiques, Volume 132, Issue 8, 690-710, December 2008.

12. Large deviation principle for a backward stochastic differential equation with subdifferential operator. C. R. Acad. Sci. Paris, Ser. I, 346, 75-78, (2008). Get it from ScienceDirect website

13. Canonical representation for Gaussian processes. Donati-Martin, Catherine (ed.) et al., S�minaire de probabilit�s XLII. Berlin: Springer. Lecture Notes in Mathematics 1979, 365-381 (2009).". (In Collaboration with M. Erraoui).

14.Uniqueness of Lp solutions for multidimensional BSDEs and for systems of degenerate parabolic PDEs with superlinear growth generator. Submitted. (In collaboration with K. Bahlali and M. Hassani)

15. Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth (In Collaboration with M. Hassani). Journal of Differential Equations 254, 1500�1528, (2013). Get it from arxiv

16. General Existence Results for Reflected BSDE and BSDE. Bull. Sci. Math. 135, No. 5, 442-466 (2011). (In Collaboration with M. Hassani) Get it from arxiv

17. Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs. C. R., Math., Acad. Sci. Paris 348, No. 11-12, 677-682 (2010). (In collaboration with K. Bahlali and M. Hassani) Get it from ScienceDirect website

18. Stochastic quadratic BSDE with two RCLL obstacles. Stochastic Processes and their Applications, 125, Issue 6, 2147-2189, (2015). (In Collaboration with M. Hassani and Y. Ouknine).

19. On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H < 1/2. Stochastic Processes and their Applications, 11, 4117-4141, 2015. (In Collaboration with D. Nualart).

20. Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator. SIAM Journal on Mathematical Analysis, Vol. 47, No. 6, pp. 4251- 4288, 2015 (In Collaboration with K. Bahlali and M. Hassani).

21. BSDE Approach for Dynkin Game and American Game Option. M. Eddahbi-E.H. Essaky-J. Vives (eds.), Statistical Methods and Applications in Insurance and Finance, Springer Proceedings in Mathematics & Statistics 158, 211-225, 2016. (In Collaboration with M. Hassani).

21. Statistical Methods and Applications in Insurance and Finance. Springer Proceedings in Mathe- matics & Statistics 158, 2016. (In Collaboration with M. Eddahbi and J. Vives (eds.)).

23. Mixed stochastic dierential equations: Existence and uniqueness result. J. Theor. Probab., 31, 1119-1141, 2018. (In Collaboration with Jose Lus da Silva and Mohamed Erraoui).