Boualem Djehiche
Finance · 2002–2011
A researcher in the Science corpus: 6 papers; trusts 12 researchers and is trusted by 25 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it; #1,421 of 10,518 by trust here, #1,981 by citations
- Economics and Econometrics — 8 citations into it; #3,373 of 23,481 by trust here, #7,262 by citations
- Mathematical Physics — 5 citations into it; #6,777 of 8,562 by trust here, #2,795 by citations
Whom Boualem Djehiche trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Rainer Buckdahn
- Tomas Björk
- Xun Yu Zhou
- Juan Li
- Peter E. Caines
- Jean-Michel Lasry
- Shige Peng
- Duan Li
- Agatha Murgoci
Who trusts Boualem Djehiche overall
- Huyen Pham
- Juan Li
- Fred Espen Benth
- Rainer Buckdahn
- René A. Carmona
- Xunjing Li
- Massimo Fornasier
- Jingrui Sun
- Jiongmin Yong
- Amine Ismail
Papers from Boualem Djehiche's perspective
Ordered by how strongly the researchers Boualem Djehiche trusts endorse each paper. Same corpus, a different order for every researcher.
- Mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- A Maximum Principle for SDEs of Mean-Field Type
- Mean-field backward stochastic differential equations and related partial differential equations
- Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
- A General Theory of Markovian Time Inconsistent Stochastic Control Problems
- Time Series: Theory and Methods
- Mean-field stochastic differential equations and associated PDEs
- Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
- Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
Their papers
- A Maximum Principle for SDEs of Mean-Field Type (2011) — 406 citations
- A General Stochastic Maximum Principle for SDEs of Mean-field Type (2011) — 337 citations
- On modelling and pricing weather derivatives (2002) — 413 citations
- Book Review (2009) — 51 citations
- Market-valuation methods in life and pension insurance (2008) — 71 citations
- Mean-field backward stochastic differential equations: A limit approach (2007) — 341 citations