DJEHICHE, BOUALEM: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

A Threshold Limit Theorem for the Stochastic Logistic Epidemic

Håkan Andersson and Boualem Djehiche

Journal:

Journal of Applied Probability

Year:

1998

Language:

english

File:

PDF, 765 KB

english, 1998

2

Stochastic viscosity solutions for SPDEs with continuous coefficients

Boualem Djehiche, Modeste Nʼzi, Jean-Marc Owo

Journal:

Journal of Mathematical Analysis and Applications

Year:

2011

Language:

english

File:

PDF, 170 KB

english, 2011

3

On modelling and pricing weather derivatives

Alaton, Peter, Djehiche, Boualem, Stillberger, David

Journal:

Applied Mathematical Finance

Year:

2002

Language:

english

File:

PDF, 321 KB

english, 2002

4

A functional Hodrick–Prescott filter

Djehiche, Boualem, Nassar, Hiba

Journal:

Journal of Inverse and Ill-Posed Problems

Year:

2016

Language:

english

File:

PDF, 600 KB

english, 2016

5

A Maximum Principle for SDEs of Mean-Field Type

Daniel Andersson, Boualem Djehiche

Journal:

Applied Mathematics & Optimization

Year:

2011

Language:

english

File:

PDF, 531 KB

english, 2011

6

Optimal stopping of expected profit and cost yields in an investment under uncertainty

Djehiche, Boualem, Hamadène, Said, Morlais, Marie-Amélie

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2011

Language:

english

File:

PDF, 220 KB

english, 2011

7

Nonlife actuarial models, theory, methods and evaluation by Yiu-Kuen Tse

Djehiche, Boualem

Journal:

Scandinavian Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 57 KB

english, 2011

8

Stochastic modelling of disability insurance in a multi-period framework

Aro, Helena, Djehiche, Boualem, Löfdahl, Björn

Journal:

Scandinavian Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 707 KB

english, 2015

9

ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT

DJEHICHE, BOUALEM, HAMADÈNE, SAID

Journal:

International Journal of Theoretical and Applied Finance

Year:

2009

Language:

english

File:

PDF, 295 KB

english, 2009

10

Can stocks help mend the asset and liability mismatch?

Djehiche, Boualem, Rinné, Jonas

Journal:

Scandinavian Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 195 KB

english, 2010

11

Nonlinear reserving in life insurance: Aggregation and mean-field approximation

Djehiche, Boualem, Löfdahl, Björn

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 348 KB

english, 2016

12

A threshold limit theorem for the stochastic logistic epidemic

Andersson, Håkan, Djehiche, Boualem

Journal:

Journal of Applied Probability

Year:

1998

Language:

english

File:

PDF, 133 KB

english, 1998

13

A Hidden Markov Approach to Disability Insurance

Djehiche, Boualem, Löfdahl, Björn

Journal:

North American Actuarial Journal

Year:

2017

Language:

english

File:

PDF, 2.54 MB

english, 2017

14

A threshold limit theorem for the stochastic logistic epidemic

Andersson, Håkan, Djehiche, Boualem

Journal:

Journal of Applied Probability

Year:

1998

Language:

english

File:

PDF, 133 KB

english, 1998

15

Optimal Control and Zero-Sum Stochastic Differential Game Problems of Mean-Field Type

Djehiche, Boualem, Hamadène, Said

Journal:

Applied Mathematics & Optimization

Year:

2018

Language:

english

File:

PDF, 552 KB

english, 2018

16

Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics

Aurell, Alexander, Djehiche, Boualem

Journal:

SIAM Journal on Applied Mathematics

Year:

2020

File:

PDF, 431 KB

2020

17

Limit theorems for multitype epidemics

Håkan Andersson, Boualem Djehiche

Journal:

Stochastic Processes and their Applications

Year:

1995

Language:

english

File:

PDF, 717 KB

english, 1995

18

Large deviations for heavy-tailed factor models

Jens Svensson, Boualem Djehiche

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 488 KB

english, 2009

19

A sample path large deviation principle for L2-martingale measure processes

Boualem Djehiche, Ingemar Kaj

Journal:

Bulletin des Sciences Mathématiques

Year:

1999

Language:

english

File:

PDF, 196 KB

english, 1999

20

Global solution of the pressureless gas equation with viscosity

Azzouz Dermoune, Boualem Djehiche

Journal:

Physica D: Nonlinear Phenomena

Year:

2002

Language:

english

File:

PDF, 71 KB

english, 2002

21

Pressureless gas equations with viscosity and nonlinear diffusion

Azzouz Dermoune, Boualem Djehiche

Journal:

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Year:

2001

File:

PDF, 97 KB

2001

22

Bernstein processes and Pauli-type equations

Boualem Djehiche

Journal:

Potential Analysis

Year:

1993

Language:

english

File:

PDF, 838 KB

english, 1993

23

A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization

Daniel Andersson, Boualem Djehiche

Journal:

Mathematical Methods of Operations Research

Year:

2010

Language:

english

File:

PDF, 340 KB

english, 2010

24

On the Stochastic Maximum Principle in

Khaled Bahlali, Boualem Djehiche, Brahim Mezerdi

Journal:

Applied Mathematics & Optimization

Year:

2007

Language:

english

File:

PDF, 381 KB

english, 2007

25

Stochastic Impulse Control of Non-Markovian Processes

Boualem Djehiche, Said Hamadène, Ibtissam Hdhiri

Journal:

Applied Mathematics & Optimization

Year:

2010

Language:

english

File:

PDF, 582 KB

english, 2010

26

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

Rainer Buckdahn, Boualem Djehiche, Juan Li

Journal:

Applied Mathematics & Optimization

Year:

2011

Language:

english

File:

PDF, 654 KB

english, 2011

27

Large deviations for a stochastic Volterra-type equation in the Besov–Orlicz space

Boualem Djehiche, M'hamed Eddahbi

Journal:

Stochastic Processes and their Applications

Year:

1999

Language:

english

File:

PDF, 240 KB

english, 1999

28

Large Deviations for Hierarchical Systems of Interacting Jump Processes

Boualem Djehiche, Alexander Schied

Journal:

Journal of Theoretical Probability

Year:

1998

Language:

english

File:

PDF, 826 KB

english, 1998

29

The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions

Bahlali, Seid, Djehiche, Boualem, Mezerdi, Brahim

Journal:

SIAM Journal on Control and Optimization

Year:

2007

Language:

english

File:

PDF, 207 KB

english, 2007

30

A Finite Horizon Optimal Multiple Switching Problem

Djehiche, Boualem, Hamadène, Said, Popier, Alexandre

Journal:

SIAM Journal on Control and Optimization

Year:

2009

Language:

english

File:

PDF, 283 KB

english, 2009

31

Hedging options in market models modulated by the fractional Brownian motion

Djehiche, Boualem, Eddahbi, M'hamed

Journal:

Stochastic Analysis and Applications

Year:

2001

Language:

english

File:

PDF, 207 KB

english, 2001

32

A Functional Limit Theorem for the Total Cost of a Multitype Standard Epidemic

Håkan Andersson and Boualem Djehiche

Journal:

Advances in Applied Probability

Year:

1994

Language:

english

File:

PDF, 675 KB

english, 1994

33

Book Review

Djehiche, Boualem

Journal:

Scandinavian Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 45 KB

english, 2001

34

Risk aggregation and stochastic claims reserving in disability insurance

Djehiche, Boualem, Löfdahl, Björn

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 550 KB

english, 2014

35

Standard approaches to asset & liability risk**

Djehiche, Boualem, Hörfelt, Per

Journal:

Scandinavian Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 236 KB

english, 2005

36

A large deviation estimate for ruin probabilities

Djehiche, Boualem

Journal:

Scandinavian Actuarial Journal

Year:

1993

Language:

english

File:

PDF, 634 KB

english, 1993

37

Book Review

Djehiche, Boualem

Journal:

Scandinavian Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 48 KB

english, 2009

38

Mean-field backward stochastic differential equations: A limit approach

Buckdahn, Rainer, Djehiche, Boualem, Li, Juan, Peng, Shige

Journal:

The Annals of Probability

Year:

2009

Language:

english

File:

PDF, 365 KB

english, 2009

39

A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type

Djehiche, Boualem, Huang, Minyi

Journal:

Dynamic Games and Applications

Year:

2016

Language:

english

File:

PDF, 499 KB

english, 2016

40

Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization

Dermoune, Azzouz, Djehiche, Boualem, Rahmania, Nadji

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2009

Language:

english

File:

PDF, 387 KB

english, 2009

41

The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients

Chighoub, Farid, Djehiche, Boualem, Mezerdi, Brahim

Journal:

Random Operators and Stochastic Equations

Year:

2009

Language:

english

File:

PDF, 195 KB

english, 2009

42

A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet

Djehiche, Boualem, Hamdi, Ali

Journal:

International Journal of Stochastic Analysis

Year:

2014

Language:

english

File:

PDF, 377 KB

english, 2014

43

Book Review

Djehiche, Boualem

Journal:

Scandinavian Actuarial Journal

Year:

2008

Language:

english

File:

PDF, 34 KB

english, 2008

44

A Stochastic Maximum Principle for Risk-Sensitive Mean-Field-Type Control

Djehiche, Boualem, Tembine, Hamidou, Tempone, Raul

Journal:

IEEE Transactions on Automatic Control

Year:

2015

Language:

english

File:

PDF, 390 KB

english, 2015

45

A full balance sheet two-mode optimal switching problem

Djehiche, Boualem, Hamdi, Ali

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2015

Language:

english

File:

PDF, 264 KB

english, 2015

46

The Rate Function for Some Measure-Valued Jump Processes

Boualem Djehiche and Ingemar Kaj

Journal:

The Annals of Probability

Year:

1995

Language:

english

File:

PDF, 1.30 MB

english, 1995

47

Mean-Field Backward Stochastic Differential Equations: A Limit Approach

Rainer Buckdahn, Boualem Djehiche, Juan Li and Shige Peng

Journal:

The Annals of Probability

Year:

2009

Language:

english

File:

PDF, 2.45 MB

english, 2009

48

Limit Theorems for the Total Size of a Spatial Epidemic

Håkan Andersson and Boualem Djehiche

Journal:

Journal of Applied Probability

Year:

1997

Language:

english

File:

PDF, 936 KB

english, 1997

49

[IEEE 2014 IEEE 53rd Annual Conference on Decision and Control (CDC) - Los Angeles, CA, USA (2014.12.15-2014.12.17)] 53rd IEEE Conference on Decision and Control - A stochastic maximum principle for risk-sensitive mean-field-type control

Djehiche, Boualem, Tembine, Hamidou, Tempone, Raul

Year:

2014

Language:

english

File:

PDF, 156 KB

english, 2014

50

[IEEE 2016 35th Chinese Control Conference (CCC) - Chengdu, China (2016.7.27-2016.7.29)] 2016 35th Chinese Control Conference (CCC) - Evacuation of multi-level building: Design, control and strategic flow

Tcheukam, Alain, Djehiche, Boualem, Tembine, Hamidou

Year:

2016

Language:

english

File:

PDF, 279 KB

english, 2016