The following pages link to Boualem Djehiche (Q235014):
Displaying 50 items.
- (Q72126) (redirect page) (← links)
- On the functional Hodrick-Prescott filter with non-compact operators (Q254482) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- Nonlinear reserving in life insurance: aggregation and mean-field approximation (Q343953) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- A functional Hodrick-Prescott filter (Q522941) (← links)
- A maximum principle for SDEs of mean-field type (Q538473) (← links)
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Nonlinear reserving and multiple contract modifications in life insurance (Q784434) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- Large deviations for heavy-tailed factor models (Q1003783) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- Bernstein processes and Pauli-type equations (Q1317955) (← links)
- Large deviations for hierarchical systems of interacting jump processes (Q1383174) (← links)
- Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space (Q1593625) (← links)
- A sample path large deviation principle for \(L^2\)-martingale measure processes (Q1819186) (← links)
- Limit theorems for multitype epidemics (Q1890722) (← links)
- The rate function for some measure-valued jump processes (Q1902958) (← links)
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs (Q2173296) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- Credit scoring by incorporating dynamic networked information (Q2189902) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- Credit scoring based on the set-valued identification method (Q2220404) (← links)
- Price dynamics for electricity in smart grid via mean-field-type games (Q2221205) (← links)
- On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (Q2242924) (← links)
- Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- Pressureless gas equations with viscosity and nonlinear diffusion (Q2738892) (← links)
- Hedging options in market models modulated by the fractional Brownian motion (Q2758167) (← links)
- Sur les grandes déviations en théorie de filtrage non linéaire (Q2773388) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- (Q2888991) (← links)
- A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control (Q2982544) (← links)
- Estimation of the Smoothing Parameters in the HPMV Filter (Q3007939) (← links)
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)
- Can stocks help mend the asset and liability mismatch? (Q3077757) (← links)
- Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
- A large deviation estimate for ruin probabilities (Q3142173) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
