Edit Profile (opens in new tab) Djehiche, Boualem Compute Distance To: Compute Author ID: 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 Co-Authors 4 single-authored 9 Hamadene, Saïd 6 Tembine, Hamidou 5 Mezerdi, Brahim 4 Andersson, Håkan 4 Dermoune, Azzouz 4 Löfdahl, Björn 4 Rahmania, Nadji 3 Eddahbi, M’hamed 3 Morlais, Marie-Amelie 2 Andersson, Daniel 2 Aurell, Alexander 2 Bahlali, Khaled 2 Bahlali, Seid 2 Buckdahn, Rainer 2 Chighoub, Farid 2 Choutri, Salah Eddine 2 Hamdi, Ali 2 Kaj, Ingemar 2 Li, Juan 2 Nassar, Hiba 2 Ouknine, Youssef 2 Wang, Ximei 1 Agram, Nacira 1 Alaton, Peter 1 Arnarson, Teitur 1 Aro, Helena 1 Barreiro-Gomez, Julián 1 Bensoussan, Alain 1 Berkaoui, Abdelkarem 1 Bouchard, Bruno 1 Chen, Yinggu 1 Christiansen, Marcus Christian 1 Dao, Manh-Khang 1 Gozzi, Fausto 1 Hdhiri, Ibtissam 1 Hdhiri, Ibtissem 1 Hilbert, Astrid 1 Hörfelt, Per 1 Hu, Min 1 Hu, Xiaoming 1 Huang, Minyi 1 Kharroubi, Idris 1 Kolsrud, Torbjörn 1 Li, Yibei 1 Marcus, Mårten 1 Mazhar, Othmane 1 N’Zi, Modeste 1 Owo, Jean-Marc 1 Peng, Shige 1 Popier, Alexandre 1 Rinné, Jonas 1 Rojas, Cristian R. 1 Schied, Alexander 1 Shahgholian, Henrik 1 Stillberger, David 1 Svensson, Jens 1 Tcheukam, Alain 1 Tempone, Raúl F. 1 Yam, Sheung Chi Phillip 1 Zaatra, Helmi 1 Zanco, Giovanni 1 Zanella, Margherita 1 Zhao, Xuzhe 1 Zhao, Yanlong 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 all top 5 Fields 50 Probability theory and stochastic processes (60-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Systems theory; control (93-XX) 22 Calculus of variations and optimal control; optimization (49-XX) 18 Statistics (62-XX) 4 Partial differential equations (35-XX) 4 Biology and other natural sciences (92-XX) 3 Ordinary differential equations (34-XX) 3 Operations research, mathematical programming (90-XX) 2 Numerical analysis (65-XX) 2 Fluid mechanics (76-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications 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 1215.49034Andersson, Daniel; Djehiche, Boualem 123 2011 Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige 107 2009 A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036Buckdahn, Rainer; Djehiche, Boualem; Li, Juan 102 2011 A finite horizon optimal multiple switching problem. Zbl 1196.60069Djehiche, Boualem; Hamadène, Said; Popier, Alexandre 45 2009 On modelling and pricing weather derivatives. Zbl 1013.91036Alaton, Peter; Djehiche, Boualem; Stillberger, David 40 2002 A threshold limit theorem for the stochastic logistic epidemic. Zbl 0921.92027Andersson, Håkan; Djehiche, Boualem 28 1998 A stochastic maximum principle for risk-sensitive mean-field type control. Zbl 1360.93772Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul 25 2015 A mean-field game of evacuation in multilevel building. Zbl 1390.91082Djehiche, Boualem; Tcheukam, Alain; Tembine, Hamidou 15 2017 The rate function for some measure-valued jump processes. Zbl 0852.60093Djehiche, Boualem; Kaj, Ingemar 14 1995 On a finite horizon starting and stopping problem with risk of abandonment. Zbl 1180.60036Djehiche, Boualem; Hamadène, Said 14 2009 A characterization of sub-game perfect equilibria for SDEs of mean-field type. Zbl 1348.91020Djehiche, Boualem; Huang, Minyi 14 2016 Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. Zbl 1384.49025Aurell, Alexander; Djehiche, Boualem 13 2018 The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim 13 2007 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 10 2006 A large deviation estimate for ruin probabilities. Zbl 0786.62099Djehiche, Boualem 9 1993 On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim 9 2007 Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B. 8 2009 A PDE approach to regularity of solutions to finite horizon optimal switching problems. Zbl 1202.60063Arnarson, T.; Djehiche, B.; Poghosyan, M.; Shahgholian, H. 8 2009 Global solution of the pressureless gas equation with viscosity. Zbl 0999.76111Dermoune, Azzouz; Djehiche, Boualem 7 2002 Risk-sensitive mean-field type control under partial observation. Zbl 1334.93180Djehiche, 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 1370.49034Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie; Zhao, Xuzhe 7 2017 A sample path large deviation principle for \(L^2\)-martingale measure processes. Zbl 0951.60024Djehiche, Boualem; Kaj, Ingemar 6 1999 Large deviations for hierarchical systems of interacting jump processes. Zbl 0901.60053Djehiche, Boualem; Schied, Alexander 6 1998 Pressureless gas equations with viscosity and nonlinear diffusion. Zbl 0981.35105Dermoune, Azzouz; Djehiche, Boualem 5 2001 Multivariate extension of the Hodrick-Prescott filter-optimality and characterization. Zbl 1194.62107Dermoune, Azzouz; Djehiche, Boualem; Rahmania, Nadji 5 2009 Optimal control and zero-sum stochastic differential game problems of mean-field type. Zbl 1443.60061Djehiche, Boualem; Hamadène, Said 5 2020 Optimal control and zero-sum games for Markov chains of mean-field type. Zbl 1427.60105Choutri, Salah Eddine; Djehiche, Boualem; Tembine, Hamidou 4 2019 Limit theorems for multitype epidemics. Zbl 0821.92021Andersson, Håkan; Djehiche, Boualem 4 1995 Stochastic impulse control of non-Markovian processes. Zbl 1195.93144Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissam 4 2010 A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization. Zbl 1214.49024Andersson, Daniel; Djehiche, Boualem 4 2010 Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058Christiansen, Marcus C.; Djehiche, Boualem 4 2020 Hedging options in market models modulated by the fractional Brownian motion. Zbl 0993.60040Djehiche, Boualem; Eddahbi, M’hamed 3 2001 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, 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 0962.60054Djehiche, Boualem; Eddahbi, M’hamed 3 1999 The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim 3 2009 Nonlinear reserving in life insurance: aggregation and mean-field approximation. Zbl 1369.91081Djehiche, Boualem; Löfdahl, Björn 3 2016 Credit scoring by incorporating dynamic networked information. Zbl 1443.91314Li, Yibei; Wang, Ximei; Djehiche, Boualem; Hu, Xiaoming 3 2020 Price dynamics for electricity in smart grid via mean-field-type games. Zbl 1457.91183Djehiche, Boualem; Barreiro-Gomez, Julian; Tembine, Hamidou 3 2020 Mean-field risk sensitive control and zero-sum games for Markov chains. Zbl 1478.60175Choutri, Salah Eddine; Djehiche, Boualem 3 2019 Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles. Zbl 1325.49014Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amelie 3 2015 Risk aggregation and stochastic claims reserving in disability insurance. Zbl 1306.91074Djehiche, Boualem; Löfdahl, Björn 3 2014 Standard approaches to asset & liability risk. Zbl 1142.91040Djehiche, Boualem; Hörfelt, Per 2 2005 Bernstein processes and spin-1/2 particles. Zbl 0762.60100Djehiche, Boualem 2 1992 Limit theorems for the total size of a spatial epidemic. Zbl 0909.92027Andersson, Håkan; Djehiche, Boualem 2 1997 Canonical transformations for diffusions. Zbl 0836.60084Djehiche, Boualem; Kolsrud, Torbjörn 2 1995 A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183Djehiche, Boualem; Hamdi, Ali 2 2014 Can stocks help mend the asset and liability mismatch? Zbl 1224.91178Djehiche, Boualem; Rinné, Jonas 2 2010 Behavior near walls in the mean-field approach to crowd dynamics. Zbl 1439.49071Aurell, Alexander; Djehiche, Boualem 2 2020 Stochastic modelling of disability insurance in a multi-period framework. Zbl 1398.91308Aro, Helena; Djehiche, Boualem; Löfdahl, Björn 2 2015 Optimal stopping of expected profit and cost yields in an investment under uncertainty. Zbl 1233.60021Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie 2 2011 On the functional Hodrick-Prescott filter with non-compact operators. Zbl 1332.62114Djehiche, Boualem; Hilbert, Astrid; Nassar, Hiba 2 2016 A full balance sheet two-mode optimal switching problem. Zbl 1343.60046Djehiche, Boualem; Hamdi, Ali 2 2015 A functional Hodrick-Prescott filter. Zbl 1360.62116Djehiche, Boualem; Nassar, Hiba 2 2017 A functional limit theorem for the total cost of a multitype standard epidemic. Zbl 0807.92023Andersson, Håkan; Djehiche, Boualem 1 1994 On large deviations in nonlinear filtering theory. (Sur les grandes déviations en théorie de filtrage non linéaire.) Zbl 0988.60061Berkaoui, Abdelkarem; Djehiche, Boualem; Ouknine, Youssef 1 2001 Quenched mass transport of particles toward a target. Zbl 1442.93047Bouchard, Bruno; Djehiche, Boualem; Kharroubi, Idris 1 2020 Credit scoring based on the set-valued identification method. Zbl 1455.91263Wang, Ximei; Hu, Min; Zhao, Yanlong; Djehiche, Boualem 1 2020 A hidden Markov approach to disability insurance. Zbl 1393.62044Djehiche, Boualem; Löfdahl, Björn 1 2018 A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations. Zbl 1013.60039Djehiche, B.; Eddahbi, M.; Ouknine, Y. 1 2002 Optimal control and zero-sum stochastic differential game problems of mean-field type. Zbl 1443.60061Djehiche, Boualem; Hamadène, Said 5 2020 Nonlinear reserving and multiple contract modifications in life insurance. Zbl 1446.91058Christiansen, Marcus C.; Djehiche, Boualem 4 2020 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip 3 2020 Credit scoring by incorporating dynamic networked information. Zbl 1443.91314Li, Yibei; Wang, Ximei; Djehiche, Boualem; Hu, Xiaoming 3 2020 Price dynamics for electricity in smart grid via mean-field-type games. Zbl 1457.91183Djehiche, Boualem; Barreiro-Gomez, Julian; Tembine, Hamidou 3 2020 Behavior near walls in the mean-field approach to crowd dynamics. Zbl 1439.49071Aurell, Alexander; Djehiche, Boualem 2 2020 Quenched mass transport of particles toward a target. Zbl 1442.93047Bouchard, Bruno; Djehiche, Boualem; Kharroubi, Idris 1 2020 Credit scoring based on the set-valued identification method. Zbl 1455.91263Wang, Ximei; Hu, Min; Zhao, Yanlong; Djehiche, Boualem 1 2020 Optimal control and zero-sum games for Markov chains of mean-field type. Zbl 1427.60105Choutri, Salah Eddine; Djehiche, Boualem; Tembine, Hamidou 4 2019 Mean-field risk sensitive control and zero-sum games for Markov chains. Zbl 1478.60175Choutri, Salah Eddine; Djehiche, Boualem 3 2019 Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. Zbl 1384.49025Aurell, Alexander; Djehiche, Boualem 13 2018 A hidden Markov approach to disability insurance. Zbl 1393.62044Djehiche, Boualem; Löfdahl, Björn 1 2018 A mean-field game of evacuation in multilevel building. Zbl 1390.91082Djehiche, 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 1370.49034Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie; Zhao, Xuzhe 7 2017 A functional Hodrick-Prescott filter. Zbl 1360.62116Djehiche, Boualem; Nassar, Hiba 2 2017 A characterization of sub-game perfect equilibria for SDEs of mean-field type. Zbl 1348.91020Djehiche, Boualem; Huang, Minyi 14 2016 Risk-sensitive mean-field type control under partial observation. Zbl 1334.93180Djehiche, Boualem; Tembine, Hamidou 7 2016 Nonlinear reserving in life insurance: aggregation and mean-field approximation. Zbl 1369.91081Djehiche, Boualem; Löfdahl, Björn 3 2016 On the functional Hodrick-Prescott filter with non-compact operators. Zbl 1332.62114Djehiche, Boualem; Hilbert, Astrid; Nassar, Hiba 2 2016 A stochastic maximum principle for risk-sensitive mean-field type control. Zbl 1360.93772Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul 25 2015 Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles. Zbl 1325.49014Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amelie 3 2015 Stochastic modelling of disability insurance in a multi-period framework. Zbl 1398.91308Aro, Helena; Djehiche, Boualem; Löfdahl, Björn 2 2015 A full balance sheet two-mode optimal switching problem. Zbl 1343.60046Djehiche, Boualem; Hamdi, Ali 2 2015 Risk aggregation and stochastic claims reserving in disability insurance. Zbl 1306.91074Djehiche, Boualem; Löfdahl, Björn 3 2014 A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183Djehiche, Boualem; Hamdi, Ali 2 2014 A maximum principle for SDEs of mean-field type. Zbl 1215.49034Andersson, Daniel; Djehiche, Boualem 123 2011 A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036Buckdahn, Rainer; Djehiche, Boualem; Li, Juan 102 2011 Optimal stopping of expected profit and cost yields in an investment under uncertainty. Zbl 1233.60021Djehiche, Boualem; Hamadène, Said; Morlais, Marie-Amélie 2 2011 Stochastic impulse control of non-Markovian processes. Zbl 1195.93144Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissam 4 2010 A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization. Zbl 1214.49024Andersson, Daniel; Djehiche, Boualem 4 2010 Can stocks help mend the asset and liability mismatch? Zbl 1224.91178Djehiche, Boualem; Rinné, Jonas 2 2010 Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige 107 2009 A finite horizon optimal multiple switching problem. Zbl 1196.60069Djehiche, Boualem; Hamadène, Said; Popier, Alexandre 45 2009 On a finite horizon starting and stopping problem with risk of abandonment. Zbl 1180.60036Djehiche, Boualem; Hamadène, Said 14 2009 Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B. 8 2009 A PDE approach to regularity of solutions to finite horizon optimal switching problems. Zbl 1202.60063Arnarson, T.; Djehiche, B.; Poghosyan, M.; Shahgholian, H. 8 2009 Multivariate extension of the Hodrick-Prescott filter-optimality and characterization. Zbl 1194.62107Dermoune, Azzouz; Djehiche, Boualem; Rahmania, Nadji 5 2009 The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim 3 2009 The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim 13 2007 On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim 9 2007 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 10 2006 Standard approaches to asset & liability risk. Zbl 1142.91040Djehiche, Boualem; Hörfelt, Per 2 2005 On modelling and pricing weather derivatives. Zbl 1013.91036Alaton, Peter; Djehiche, Boualem; Stillberger, David 40 2002 Global solution of the pressureless gas equation with viscosity. Zbl 0999.76111Dermoune, Azzouz; Djehiche, Boualem 7 2002 A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations. Zbl 1013.60039Djehiche, B.; Eddahbi, M.; Ouknine, Y. 1 2002 Pressureless gas equations with viscosity and nonlinear diffusion. Zbl 0981.35105Dermoune, Azzouz; Djehiche, Boualem 5 2001 Hedging options in market models modulated by the fractional Brownian motion. Zbl 0993.60040Djehiche, Boualem; Eddahbi, M’hamed 3 2001 On large deviations in nonlinear filtering theory. (Sur les grandes déviations en théorie de filtrage non linéaire.) Zbl 0988.60061Berkaoui, Abdelkarem; Djehiche, Boualem; Ouknine, Youssef 1 2001 A sample path large deviation principle for \(L^2\)-martingale measure processes. Zbl 0951.60024Djehiche, Boualem; Kaj, Ingemar 6 1999 Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space. Zbl 0962.60054Djehiche, Boualem; Eddahbi, M’hamed 3 1999 A threshold limit theorem for the stochastic logistic epidemic. Zbl 0921.92027Andersson, Håkan; Djehiche, Boualem 28 1998 Large deviations for hierarchical systems of interacting jump processes. Zbl 0901.60053Djehiche, Boualem; Schied, Alexander 6 1998 Limit theorems for the total size of a spatial epidemic. Zbl 0909.92027Andersson, Håkan; Djehiche, Boualem 2 1997 The rate function for some measure-valued jump processes. Zbl 0852.60093Djehiche, Boualem; Kaj, Ingemar 14 1995 Limit theorems for multitype epidemics. Zbl 0821.92021Andersson, Håkan; Djehiche, Boualem 4 1995 Canonical transformations for diffusions. Zbl 0836.60084Djehiche, Boualem; Kolsrud, Torbjörn 2 1995 A functional limit theorem for the total cost of a multitype standard epidemic. Zbl 0807.92023Andersson, Håkan; Djehiche, Boualem 1 1994 A large deviation estimate for ruin probabilities. Zbl 0786.62099Djehiche, Boualem 9 1993 Bernstein processes and spin-1/2 particles. Zbl 0762.60100Djehiche, Boualem 2 1992 all cited Publications top 5 cited Publications 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 all top 5 Cited in 27 Fields 295 Probability theory and stochastic processes (60-XX) 196 Systems theory; control (93-XX) 180 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 154 Calculus of variations and optimal control; optimization (49-XX) 49 Partial differential equations (35-XX) 40 Statistics (62-XX) 38 Biology and other natural sciences (92-XX) 34 Operations research, mathematical programming (90-XX) 22 Numerical analysis (65-XX) 12 Ordinary differential equations (34-XX) 12 Geophysics (86-XX) 10 Fluid mechanics (76-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Integral equations (45-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Functional analysis (46-XX) 3 Quantum theory (81-XX) 2 Real functions (26-XX) 2 Abstract harmonic analysis (43-XX) 2 Computer science (68-XX) 2 Mechanics of particles and systems (70-XX) 1 Combinatorics (05-XX) 1 Nonassociative rings and algebras (17-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.