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Author ID: djehiche.boualem Recent zbMATH articles by "Djehiche, Boualem"
Published as: Djehiche, Boualem; Djehiche, B.
External Links: MGP · ORCID · Wikidata · IdRef
Documents Indexed: 72 Publications since 1992
Co-Authors: 64 Co-Authors with 68 Joint Publications
1,013 Co-Co-Authors
all top 5

Serials

5 Applied Mathematics and Optimization
3 Journal of Mathematical Analysis and Applications
3 SIAM Journal on Control and Optimization
3 Insurance Mathematics & Economics
3 Stochastic Processes and their Applications
3 Scandinavian Actuarial Journal
3 Dynamic Games and Applications
2 The Annals of Probability
2 IEEE Transactions on Automatic Control
2 Journal of Applied Probability
2 Random Operators and Stochastic Equations
2 Bulletin des Sciences Mathématiques
2 Far East Journal of Theoretical Statistics
2 Stochastics
1 Advances in Applied Probability
1 Journal of Mathematical Physics
1 Studia Mathematica
1 Funkcialaj Ekvacioj. Serio Internacia
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Scandinavian Actuarial Journal
1 Systems & Control Letters
1 Statistics & Probability Letters
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Physica D
1 Journal of Theoretical Probability
1 Journal of Applied Mathematics and Stochastic Analysis
1 European Journal of Operational Research
1 SIAM Journal on Applied Mathematics
1 Comptes Rendus de l’Académie des Sciences. Série I
1 Analele Științifice ale Universității Al. I. Cuza din Iași. Serie Nouă. Matematică
1 Potential Analysis
1 Journal of Inverse and Ill-Posed Problems
1 NoDEA. Nonlinear Differential Equations and Applications
1 Applied Mathematical Finance
1 Bernoulli
1 Mathematical Methods of Operations Research
1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
1 Studies in Nonlinear Dynamics and Econometrics
1 International Journal of Theoretical and Applied Finance
1 Journal of Systems Science and Complexity
1 Stochastics and Dynamics
1 North American Actuarial Journal
1 International Journal of Stochastic Analysis
1 Mathematical Control and Related Fields

Publications by Year

Citations contained in zbMATH Open

59 Publications have been cited 725 times in 454 Documents Cited by Year
A maximum principle for SDEs of mean-field type. Zbl 1215.49034
Andersson, Daniel; Djehiche, Boualem
123
2011
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
107
2009
A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan
102
2011
A finite horizon optimal multiple switching problem. Zbl 1196.60069
Djehiche, Boualem; Hamadène, Said; Popier, Alexandre
45
2009
On modelling and pricing weather derivatives. Zbl 1013.91036
Alaton, Peter; Djehiche, Boualem; Stillberger, David
40
2002
A threshold limit theorem for the stochastic logistic epidemic. Zbl 0921.92027
Andersson, Håkan; Djehiche, Boualem
28
1998
A stochastic maximum principle for risk-sensitive mean-field type control. Zbl 1360.93772
Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul
25
2015
A mean-field game of evacuation in multilevel building. Zbl 1390.91082
Djehiche, Boualem; Tcheukam, Alain; Tembine, Hamidou
15
2017
The rate function for some measure-valued jump processes. Zbl 0852.60093
Djehiche, Boualem; Kaj, Ingemar
14
1995
On a finite horizon starting and stopping problem with risk of abandonment. Zbl 1180.60036
Djehiche, Boualem; Hamadène, Said
14
2009
A characterization of sub-game perfect equilibria for SDEs of mean-field type. Zbl 1348.91020
Djehiche, Boualem; Huang, Minyi
14
2016
Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. Zbl 1384.49025
Aurell, Alexander; Djehiche, Boualem
13
2018
The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063
Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim
13
2007
Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem
10
2006
A large deviation estimate for ruin probabilities. Zbl 0786.62099
Djehiche, Boualem
9
1993
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323
Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim
9
2007
Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023
Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B.
8
2009
A PDE approach to regularity of solutions to finite horizon optimal switching problems. Zbl 1202.60063
Arnarson, T.; Djehiche, B.; Poghosyan, M.; Shahgholian, H.
8
2009
Global solution of the pressureless gas equation with viscosity. Zbl 0999.76111
Dermoune, Azzouz; Djehiche, Boualem
7
2002
Risk-sensitive mean-field type control under partial observation. Zbl 1334.93180
Djehiche, Boualem; Tembine, Hamidou
7
2016
On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles. Zbl 1370.49034
Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie; Zhao, Xuzhe
7
2017
A sample path large deviation principle for \(L^2\)-martingale measure processes. Zbl 0951.60024
Djehiche, Boualem; Kaj, Ingemar
6
1999
Large deviations for hierarchical systems of interacting jump processes. Zbl 0901.60053
Djehiche, Boualem; Schied, Alexander
6
1998
Pressureless gas equations with viscosity and nonlinear diffusion. Zbl 0981.35105
Dermoune, Azzouz; Djehiche, Boualem
5
2001
Multivariate extension of the Hodrick-Prescott filter-optimality and characterization. Zbl 1194.62107
Dermoune, Azzouz; Djehiche, Boualem; Rahmania, Nadji
5
2009
Optimal control and zero-sum stochastic differential game problems of mean-field type. Zbl 1443.60061
Djehiche, Boualem; Hamadène, Said
5
2020
Optimal control and zero-sum games for Markov chains of mean-field type. Zbl 1427.60105
Choutri, Salah Eddine; Djehiche, Boualem; Tembine, Hamidou
4
2019
Limit theorems for multitype epidemics. Zbl 0821.92021
Andersson, Håkan; Djehiche, Boualem
4
1995
Stochastic impulse control of non-Markovian processes. Zbl 1195.93144
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissam
4
2010
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization. Zbl 1214.49024
Andersson, Daniel; Djehiche, Boualem
4
2010
Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058
Christiansen, Marcus C.; Djehiche, Boualem
4
2020
Hedging options in market models modulated by the fractional Brownian motion. Zbl 0993.60040
Djehiche, Boualem; Eddahbi, M’hamed
3
2001
Mean-field-type games with jump and regime switching. Zbl 1437.91050
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip
3
2020
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space. Zbl 0962.60054
Djehiche, Boualem; Eddahbi, M’hamed
3
1999
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131
Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim
3
2009
Nonlinear reserving in life insurance: aggregation and mean-field approximation. Zbl 1369.91081
Djehiche, Boualem; Löfdahl, Björn
3
2016
Credit scoring by incorporating dynamic networked information. Zbl 1443.91314
Li, Yibei; Wang, Ximei; Djehiche, Boualem; Hu, Xiaoming
3
2020
Price dynamics for electricity in smart grid via mean-field-type games. Zbl 1457.91183
Djehiche, Boualem; Barreiro-Gomez, Julian; Tembine, Hamidou
3
2020
Mean-field risk sensitive control and zero-sum games for Markov chains. Zbl 1478.60175
Choutri, Salah Eddine; Djehiche, Boualem
3
2019
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles. Zbl 1325.49014
Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amelie
3
2015
Risk aggregation and stochastic claims reserving in disability insurance. Zbl 1306.91074
Djehiche, Boualem; Löfdahl, Björn
3
2014
Standard approaches to asset & liability risk. Zbl 1142.91040
Djehiche, Boualem; Hörfelt, Per
2
2005
Bernstein processes and spin-1/2 particles. Zbl 0762.60100
Djehiche, Boualem
2
1992
Limit theorems for the total size of a spatial epidemic. Zbl 0909.92027
Andersson, Håkan; Djehiche, Boualem
2
1997
Canonical transformations for diffusions. Zbl 0836.60084
Djehiche, Boualem; Kolsrud, Torbjörn
2
1995
A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183
Djehiche, Boualem; Hamdi, Ali
2
2014
Can stocks help mend the asset and liability mismatch? Zbl 1224.91178
Djehiche, Boualem; Rinné, Jonas
2
2010
Behavior near walls in the mean-field approach to crowd dynamics. Zbl 1439.49071
Aurell, Alexander; Djehiche, Boualem
2
2020
Stochastic modelling of disability insurance in a multi-period framework. Zbl 1398.91308
Aro, Helena; Djehiche, Boualem; Löfdahl, Björn
2
2015
Optimal stopping of expected profit and cost yields in an investment under uncertainty. Zbl 1233.60021
Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie
2
2011
On the functional Hodrick-Prescott filter with non-compact operators. Zbl 1332.62114
Djehiche, Boualem; Hilbert, Astrid; Nassar, Hiba
2
2016
A full balance sheet two-mode optimal switching problem. Zbl 1343.60046
Djehiche, Boualem; Hamdi, Ali
2
2015
A functional Hodrick-Prescott filter. Zbl 1360.62116
Djehiche, Boualem; Nassar, Hiba
2
2017
A functional limit theorem for the total cost of a multitype standard epidemic. Zbl 0807.92023
Andersson, Håkan; Djehiche, Boualem
1
1994
On large deviations in nonlinear filtering theory. (Sur les grandes déviations en théorie de filtrage non linéaire.) Zbl 0988.60061
Berkaoui, Abdelkarem; Djehiche, Boualem; Ouknine, Youssef
1
2001
Quenched mass transport of particles toward a target. Zbl 1442.93047
Bouchard, Bruno; Djehiche, Boualem; Kharroubi, Idris
1
2020
Credit scoring based on the set-valued identification method. Zbl 1455.91263
Wang, Ximei; Hu, Min; Zhao, Yanlong; Djehiche, Boualem
1
2020
A hidden Markov approach to disability insurance. Zbl 1393.62044
Djehiche, Boualem; Löfdahl, Björn
1
2018
A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations. Zbl 1013.60039
Djehiche, B.; Eddahbi, M.; Ouknine, Y.
1
2002
Optimal control and zero-sum stochastic differential game problems of mean-field type. Zbl 1443.60061
Djehiche, Boualem; Hamadène, Said
5
2020
Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058
Christiansen, Marcus C.; Djehiche, Boualem
4
2020
Mean-field-type games with jump and regime switching. Zbl 1437.91050
Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip
3
2020
Credit scoring by incorporating dynamic networked information. Zbl 1443.91314
Li, Yibei; Wang, Ximei; Djehiche, Boualem; Hu, Xiaoming
3
2020
Price dynamics for electricity in smart grid via mean-field-type games. Zbl 1457.91183
Djehiche, Boualem; Barreiro-Gomez, Julian; Tembine, Hamidou
3
2020
Behavior near walls in the mean-field approach to crowd dynamics. Zbl 1439.49071
Aurell, Alexander; Djehiche, Boualem
2
2020
Quenched mass transport of particles toward a target. Zbl 1442.93047
Bouchard, Bruno; Djehiche, Boualem; Kharroubi, Idris
1
2020
Credit scoring based on the set-valued identification method. Zbl 1455.91263
Wang, Ximei; Hu, Min; Zhao, Yanlong; Djehiche, Boualem
1
2020
Optimal control and zero-sum games for Markov chains of mean-field type. Zbl 1427.60105
Choutri, Salah Eddine; Djehiche, Boualem; Tembine, Hamidou
4
2019
Mean-field risk sensitive control and zero-sum games for Markov chains. Zbl 1478.60175
Choutri, Salah Eddine; Djehiche, Boualem
3
2019
Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. Zbl 1384.49025
Aurell, Alexander; Djehiche, Boualem
13
2018
A hidden Markov approach to disability insurance. Zbl 1393.62044
Djehiche, Boualem; Löfdahl, Björn
1
2018
A mean-field game of evacuation in multilevel building. Zbl 1390.91082
Djehiche, Boualem; Tcheukam, Alain; Tembine, Hamidou
15
2017
On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles. Zbl 1370.49034
Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie; Zhao, Xuzhe
7
2017
A functional Hodrick-Prescott filter. Zbl 1360.62116
Djehiche, Boualem; Nassar, Hiba
2
2017
A characterization of sub-game perfect equilibria for SDEs of mean-field type. Zbl 1348.91020
Djehiche, Boualem; Huang, Minyi
14
2016
Risk-sensitive mean-field type control under partial observation. Zbl 1334.93180
Djehiche, Boualem; Tembine, Hamidou
7
2016
Nonlinear reserving in life insurance: aggregation and mean-field approximation. Zbl 1369.91081
Djehiche, Boualem; Löfdahl, Björn
3
2016
On the functional Hodrick-Prescott filter with non-compact operators. Zbl 1332.62114
Djehiche, Boualem; Hilbert, Astrid; Nassar, Hiba
2
2016
A stochastic maximum principle for risk-sensitive mean-field type control. Zbl 1360.93772
Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul
25
2015
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles. Zbl 1325.49014
Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amelie
3
2015
Stochastic modelling of disability insurance in a multi-period framework. Zbl 1398.91308
Aro, Helena; Djehiche, Boualem; Löfdahl, Björn
2
2015
A full balance sheet two-mode optimal switching problem. Zbl 1343.60046
Djehiche, Boualem; Hamdi, Ali
2
2015
Risk aggregation and stochastic claims reserving in disability insurance. Zbl 1306.91074
Djehiche, Boualem; Löfdahl, Björn
3
2014
A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183
Djehiche, Boualem; Hamdi, Ali
2
2014
A maximum principle for SDEs of mean-field type. Zbl 1215.49034
Andersson, Daniel; Djehiche, Boualem
123
2011
A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan
102
2011
Optimal stopping of expected profit and cost yields in an investment under uncertainty. Zbl 1233.60021
Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie
2
2011
Stochastic impulse control of non-Markovian processes. Zbl 1195.93144
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissam
4
2010
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization. Zbl 1214.49024
Andersson, Daniel; Djehiche, Boualem
4
2010
Can stocks help mend the asset and liability mismatch? Zbl 1224.91178
Djehiche, Boualem; Rinné, Jonas
2
2010
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
107
2009
A finite horizon optimal multiple switching problem. Zbl 1196.60069
Djehiche, Boualem; Hamadène, Said; Popier, Alexandre
45
2009
On a finite horizon starting and stopping problem with risk of abandonment. Zbl 1180.60036
Djehiche, Boualem; Hamadène, Said
14
2009
Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023
Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B.
8
2009
A PDE approach to regularity of solutions to finite horizon optimal switching problems. Zbl 1202.60063
Arnarson, T.; Djehiche, B.; Poghosyan, M.; Shahgholian, H.
8
2009
Multivariate extension of the Hodrick-Prescott filter-optimality and characterization. Zbl 1194.62107
Dermoune, Azzouz; Djehiche, Boualem; Rahmania, Nadji
5
2009
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131
Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim
3
2009
The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063
Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim
13
2007
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323
Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim
9
2007
Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem
10
2006
Standard approaches to asset & liability risk. Zbl 1142.91040
Djehiche, Boualem; Hörfelt, Per
2
2005
On modelling and pricing weather derivatives. Zbl 1013.91036
Alaton, Peter; Djehiche, Boualem; Stillberger, David
40
2002
Global solution of the pressureless gas equation with viscosity. Zbl 0999.76111
Dermoune, Azzouz; Djehiche, Boualem
7
2002
A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations. Zbl 1013.60039
Djehiche, B.; Eddahbi, M.; Ouknine, Y.
1
2002
Pressureless gas equations with viscosity and nonlinear diffusion. Zbl 0981.35105
Dermoune, Azzouz; Djehiche, Boualem
5
2001
Hedging options in market models modulated by the fractional Brownian motion. Zbl 0993.60040
Djehiche, Boualem; Eddahbi, M’hamed
3
2001
On large deviations in nonlinear filtering theory. (Sur les grandes déviations en théorie de filtrage non linéaire.) Zbl 0988.60061
Berkaoui, Abdelkarem; Djehiche, Boualem; Ouknine, Youssef
1
2001
A sample path large deviation principle for \(L^2\)-martingale measure processes. Zbl 0951.60024
Djehiche, Boualem; Kaj, Ingemar
6
1999
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space. Zbl 0962.60054
Djehiche, Boualem; Eddahbi, M’hamed
3
1999
A threshold limit theorem for the stochastic logistic epidemic. Zbl 0921.92027
Andersson, Håkan; Djehiche, Boualem
28
1998
Large deviations for hierarchical systems of interacting jump processes. Zbl 0901.60053
Djehiche, Boualem; Schied, Alexander
6
1998
Limit theorems for the total size of a spatial epidemic. Zbl 0909.92027
Andersson, Håkan; Djehiche, Boualem
2
1997
The rate function for some measure-valued jump processes. Zbl 0852.60093
Djehiche, Boualem; Kaj, Ingemar
14
1995
Limit theorems for multitype epidemics. Zbl 0821.92021
Andersson, Håkan; Djehiche, Boualem
4
1995
Canonical transformations for diffusions. Zbl 0836.60084
Djehiche, Boualem; Kolsrud, Torbjörn
2
1995
A functional limit theorem for the total cost of a multitype standard epidemic. Zbl 0807.92023
Andersson, Håkan; Djehiche, Boualem
1
1994
A large deviation estimate for ruin probabilities. Zbl 0786.62099
Djehiche, Boualem
9
1993
Bernstein processes and spin-1/2 particles. Zbl 0762.60100
Djehiche, Boualem
2
1992
all top 5

Cited by 569 Authors

28 Djehiche, Boualem
12 Hamadene, Saïd
12 Tembine, Hamidou
11 Li, Juan
11 Mezerdi, Brahim
9 Li, Xun
8 Dermoune, Azzouz
8 Huang, Jianhui
8 Wu, Zhen
7 Carmona, René A.
7 Chala, Adel
7 Chighoub, Farid
7 Choutri, Salah Eddine
7 Hafayed, Mokhtar
7 Pham, Huyên
7 Zhang, Weihai
6 Agram, Nacira
6 Barreiro-Gomez, Julián
6 Buckdahn, Rainer
6 Hao, Tao
6 Laurière, Mathieu
5 Aurell, Alexander
5 Bahlali, Khaled
5 Bensoussan, Alain
5 Ma, Heping
5 Ma, Limin
5 Meng, Qingxin
5 Olofsson, Marcus
5 Ouknine, Youssef
5 Perninge, Magnus
5 Sun, Yabing
5 Wang, Guangchen
5 Yam, Sheung Chi Phillip
4 Averboukh, Yuriĭ Vladimirovich
4 Benth, Fred Espen
4 Clancy, Damian
4 Eddahbi, M’hamed
4 Fakhouri, Imade
4 Huang, Minyi
4 Li, Ruijing
4 Lin, Yaning
4 Moon, Jun-Hee
4 Ren, Yong
4 Wang, Tianxiao
4 Wei, Xiaoli
4 Xiang, Kai-Nan
4 Yong, Jiongmin
4 Yu, Zhiyong
4 Zervos, Mihail
4 Zhang, Tianliang
4 Zhao, Weidong
3 Abbas, Syed
3 Alia, Ishak
3 Andersson, Daniel
3 Chassagneux, Jean-François
3 Christiansen, Marcus Christian
3 Duncan, Tyrone E.
3 El Asri, Brahim
3 Elie, Romuald
3 Fischer, Markus
3 Furrer, Christian
3 Hafayed, Dahbia
3 Kharroubi, Idris
3 Kolokoltsov, Vassili N.
3 Lacker, Daniel
3 Liu, Zaiming
3 Lundström, Niklas L. P.
3 Macci, Claudio
3 Mcvinish, Ross S.
3 Menoukeu Pamen, Olivier
3 Morlais, Marie-Amelie
3 Nassar, Hiba
3 Neal, Peter J.
3 Ngare, Philip
3 Nyström, Kaj
3 Øksendal, Bernt Karsten
3 Pollett, Philip K.
3 Šaltytė-Benth, Jūratė
3 Shahgholian, Henrik
3 Shen, Yang
3 Shi, Jingtao
3 Shi, Yufeng
3 Sun, Jingrui
3 Wu, Jinbiao
3 Xiong, Jie
2 Abba, Abdelmadjid
2 Amami, Rim
2 Başar, Tamer
2 Becker, Niels G.
2 Britton, Tom
2 Budhiraja, Amarjit S.
2 Chang, Shuhua
2 Chau, Man Ho Michael
2 Dayanıklı, Gökçe
2 Delarue, François
2 Douissi, Soukaina
2 Du, Kai
2 El Oula Frihi, Zahrate
2 Filali, Siham
2 Fornasier, Massimo
...and 469 more Authors
all top 5

Cited in 147 Serials

21 Applied Mathematics and Optimization
19 Automatica
16 Stochastic Processes and their Applications
14 Journal of Mathematical Analysis and Applications
14 SIAM Journal on Control and Optimization
12 Journal of Optimization Theory and Applications
11 Journal of Mathematical Biology
11 Systems & Control Letters
11 Mathematical Control and Related Fields
10 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
9 Journal of Systems Science and Complexity
9 Stochastics and Dynamics
8 International Journal of Control
7 Insurance Mathematics & Economics
7 Random Operators and Stochastic Equations
7 Mathematical Methods of Operations Research
7 Dynamic Games and Applications
6 Journal of the Franklin Institute
6 Statistics & Probability Letters
6 European Journal of Operational Research
5 Mathematical Biosciences
5 The Annals of Probability
5 Journal of Applied Probability
5 Mathematics of Operations Research
5 Stochastic Analysis and Applications
5 The Annals of Applied Probability
5 Games
5 Afrika Matematika
4 Computers & Mathematics with Applications
4 Bulletin des Sciences Mathématiques
4 Mathematical Problems in Engineering
4 European Journal of Control
4 International Journal of Theoretical and Applied Finance
4 Scandinavian Actuarial Journal
4 Advances in Difference Equations
4 Stochastics
4 International Journal of Stochastic Analysis
4 Asian Journal of Control
3 Advances in Applied Probability
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Computation
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 NoDEA. Nonlinear Differential Equations and Applications
3 Finance and Stochastics
3 Mathematical Finance
3 Abstract and Applied Analysis
3 Quantitative Finance
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 North American Actuarial Journal
3 Mathematics and Financial Economics
3 Science China. Mathematics
3 Probability, Uncertainty and Quantitative Risk
2 Applicable Analysis
2 Journal of Computational and Applied Mathematics
2 Journal of Multivariate Analysis
2 SIAM Journal on Numerical Analysis
2 Theoretical Population Biology
2 Transactions of the American Mathematical Society
2 Queueing Systems
2 Numerical Algorithms
2 SIAM Review
2 Applied Mathematical Finance
2 Electronic Communications in Probability
2 Bernoulli
2 Journal of Industrial and Management Optimization
2 Advances in Applied Mathematics and Mechanics
2 Communications in Mathematics and Statistics
2 East Asian Journal on Applied Mathematics
2 AIMS Mathematics
1 Communications on Pure and Applied Mathematics
1 Journal of Statistical Physics
1 Mathematical Methods in the Applied Sciences
1 Bulletin of Mathematical Biology
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Statistics
1 Biometrical Journal
1 Journal of Differential Equations
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Manuscripta Mathematica
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Acta Applicandae Mathematicae
1 Bulletin of the Iranian Mathematical Society
1 Physica D
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Journal of Economic Dynamics & Control
1 Journal of Scientific Computing
1 European Journal of Applied Mathematics
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 SIAM Journal on Applied Mathematics
1 Annales de l’Institut Henri Poincaré. Physique Théorique
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
...and 47 more Serials

Citations by Year

Wikidata Timeline

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