| On modelling and pricing weather derivatives P Alaton, B Djehiche, D Stillberger Applied mathematical finance 9 (1), 1-20, 2002 | 580 | 2002 |
| A maximum principle for SDEs of mean-field type D Andersson, B Djehiche Applied Mathematics & Optimization 63, 341-356, 2011 | 391 | 2011 |
| Mean-field backward stochastic differential equations: a limit approach R Buckdahn, B Djehiche, J Li, S Peng | 317 | 2009 |
| A general stochastic maximum principle for SDEs of mean-field type R Buckdahn, B Djehiche, J Li Applied Mathematics & Optimization 64 (2), 197-216, 2011 | 310 | 2011 |
| A finite horizon optimal multiple switching problem B Djehiche, S Hamadene, A Popier SIAM Journal on Control and Optimization 48 (4), 2751-2770, 2009 | 139 | 2009 |
| A stochastic maximum principle for risk-sensitive mean-field type control B Djehiche, H Tembine, R Tempone IEEE Transactions on Automatic Control 60 (10), 2640-2649, 2015 | 109 | 2015 |
| Mean-field-type games in engineering B Djehiche, A Tcheukam, H Tembine arXiv preprint arXiv:1605.03281, 2016 | 100 | 2016 |
| A threshold limit theorem for the stochastic logistic epidemic H Andersson, B Djehiche Journal of Applied Probability 35 (3), 662-670, 1998 | 76 | 1998 |
| The relaxed stochastic maximum principle in singular optimal control of diffusions S Bahlali, B Djehiche, B Mezerdi SIAM Journal on Control and Optimization 46 (2), 427-444, 2007 | 64 | 2007 |
| Approximation and optimality necessary conditions in relaxed stochastic control problems S Bahlali, B Mezerdi, B Djehiche Journal of Applied Mathematics and Stochastic Analysis 2006, 2006 | 56 | 2006 |
| A mean-field game of evacuation in multilevel building B Djehiche, A Tcheukam, H Tembine IEEE Transactions on Automatic Control 62 (10), 5154-5169, 2017 | 51 | 2017 |
| Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics A Aurell, B Djehiche SIAM Journal on Control and Optimization 56 (1), 434-455, 2018 | 49 | 2018 |
| A characterization of sub-game perfect equilibria for SDEs of mean-field type B Djehiche, M Huang Dynamic Games and Applications 6 (1), 55-81, 2016 | 44 | 2016 |
| A consistent estimator of the smoothing parameter in the Hodrick-Prescott filter A Dermoune, B Djehiche, N Rahmania Journal of the Japan Statistical Society 38 (2), 225-241, 2008 | 44 | 2008 |
| On a finite horizon starting and stopping problem with risk of abandonment B Djehiche, S Hamadene International Journal of Theoretical and Applied Finance 12 (04), 523-543, 2009 | 38 | 2009 |
| Optimal control and zero-sum stochastic differential game problems of mean-field type B Djehiche, S Hamadène Applied Mathematics & Optimization 81, 933-960, 2020 | 37 | 2020 |
| A large deviation estimate for ruin probabilities B Djehiche Scandinavian Actuarial Journal 1993 (1), 42-59, 1993 | 31 | 1993 |
| Risk-sensitive mean-field type control under partial observation B Djehiche, H Tembine Stochastics of Environmental and Financial Economics: Centre of Advanced …, 2016 | 30 | 2016 |
| The rate function for some measure-valued jump processes B Djehiche, I Kaj The annals of probability, 1414-1438, 1995 | 29 | 1995 |
| A PDE approach to regularity of solutions to finite horizon optimal switching problems T Arnarson, B Djehiche, M Poghosyan, H Shahgholian Nonlinear Analysis: Theory, Methods & Applications 71 (12), 6054-6067, 2009 | 28 | 2009 |
Daniel Anderssonroyal institute of technologyVerified email at bwinparty.com
