Concepedia

Boualem Djehiche

BD

37

Publications

2.2K

Citations

21

H-Index

1993

Active since

Affiliations

KTH Royal Institute of Technology(Current)

Le Mans Université

Laboratoire de Mathématiques d'Orsay

New York University Abu Dhabi

University of Biskra

Boualem Djehiche is an author at KTH Royal Institute of Technology specializing in engineering, probability theory, and business.

Top concepts

EngineeringProbabilityFinanceBusinessStatisticsGame TheoryStochastic CalculusGamesSystems EngineeringInsurance

Publications per year

1993–2023

37

Publications

37

On modelling and pricing weather derivatives

Peter Alaton, Boualem Djehiche, David Stillberger · Applied Mathematical Finance · 2002 · 387 citations

Engineering, Pricing Weather Derivatives, Approximation Formula +17

A Maximum Principle for SDEs of Mean-Field Type

Daniel Andersson, Boualem Djehiche · Applied Mathematics & Optimization · 2010 · 330 citations

Mean Field Game, Stochastic Calculus, Maximum Principle +2

Mean-field backward stochastic differential equations: A limit approach

Rainer Buckdahn, Boualem Djehiche, Juan Li et al. · The Annals of Probability · 2009 · 311 citations · Full text

Large Deviations, Engineering, Mathematical Mean-field Approaches +13

A General Stochastic Maximum Principle for SDEs of Mean-field Type

Rainer Buckdahn, Boualem Djehiche, Juan Li · Applied Mathematics & Optimization · 2011 · 276 citations

Engineering, Mean Field Game, Stochastic Calculus +7

A Finite Horizon Optimal Multiple Switching Problem

Boualem Djehiche, Saïd Hamadène, Alexandre Popier · SIAM Journal on Control and Optimization · 2009 · 120 citations

Mathematical Programming, Stochastic Hybrid System, Engineering +15

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