322 citations · 403 across the 40 of their papers we have counts for
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Mean-field reflected backward stochastic differential equations
Boualem Djehiche, Romuald Elie, Said Hamadène
In this paper, we study a class of reflected backward stochastic differential equations (BSDEs) of mean-field type, where the mean-field interaction in terms of the distribution of…
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients
Boualem Djehiche, Said Hamadene, Ibtissem Hdhiri +1
We study a class of infinite horizon impulse control problems with execution delay when the dynamics of the system is described by a general adapted stochastic process. The problem…
Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games
Yinggu Chen, Boualem Djehiche, Said Hamadene
We study a general class of fully coupled backward-forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a sy…