| BSDE associated with Lévy processes and application to PDIE K Bahlali, M Eddahbi, E Essaky Journal of Applied Mathematics and Stochastic Analysis 16 (1), 1-17, 2003 | 94 | 2003 |
| Quadratic BSDE with -terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results K Bahlali, M Eddahbi, Y Ouknine | 44 | 2017 |
| Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters M Eddahbi, R Lacayo, JL Solé, J Vives, CA Tudor Stochastic Analysis and Applications 23 (2), 383-400, 2005 | 37 | 2005 |
| Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density L Boulanba, M Eddahbi, M Mellouk | 24 | 2010 |
| Théorèmes limites pour certaines fonctionnelles associées aux processus stables sur l'espace de Hölder MA Ouahra, M Eddahbi Publicacions matematiques, 371-386, 2001 | 20 | 2001 |
| Solvability of some quadratic BSDEs without exponential moments K Bahlali, M Eddahbi, Y Ouknine Comptes Rendus Mathématique 351 (5-6), 229-233, 2013 | 18 | 2013 |
| Hedging options in market models modulated by the fractional Brownian motion B Djehiche, M Eddahbi Taylor & Francis Group 19 (5), 753-770, 2001 | 16 | 2001 |
| Chaotic expansion and smoothness of some functionals of the fractional Brownian motion M Eddahbi, J Vives Journal of Mathematics of Kyoto University 43 (2), 349-368, 2003 | 15 | 2003 |
| Grandes déviations des diffusions sur les espaces de Besov-Orlicz et application M Eddahbi, M N'zi, Y Ouknine Stochastics: An International Journal of Probability and Stochastic …, 1999 | 15 | 1999 |
| Large Deviations of Solutions of Hyperbolic SPDE's in the Hölder Norm M Eddahbi Potential Analysis 7 (2), 517-537, 1997 | 14 | 1997 |
| Sur la dérivée fractionnaire du temps local brownien B Boufoussi, M Eddahbi, A Kamont PROBABILITY AND MATHEMATICAL STATISTICS-WROCLAW UNIVERSITY 17, 311-319, 1997 | 11 | 1997 |
| Limit theorems for BSDE with local time applications to non-linear PDE M Eddahbi, Y Ouknine Stochastics and Stochastic Reports 73 (1-2), 159-179, 2002 | 10 | 2002 |
| Quadratic BSDEs with jumps and related PIDEs I Madoui, M Eddahbi, N Khelfallah Stochastics 94 (3), 386-414, 2022 | 8 | 2022 |
| Regularity and Asymptotic Behaviour of the Local Time for the-Dimensional Fractional Brownian Motion with-Parameters M Eddahbi, R Lacayo, JL Sole, J Vives, CA Tudor Science Direct Working Paper, 04, 2002 | 8 | 2002 |
| On quasi-linear parabolic SPDEs with non-Lipschitz coefficients M Eddahbi, M Erraoui Walter de Gruyter, Berlin/New York 6 (2), 105-126, 1998 | 8 | 1998 |
| Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications B Boufoussi, M Eddahbi, M N’zi Stochastic analysis and applications 18 (5), 697-722, 2000 | 7 | 2000 |
| FRACTIONAL DERIVATIVES OF LOCAL TIMES OF STABLE LEVY PROCESSES AS TIPE LIMITS OF THE OCCUPATION'ITME PROBLEM IN BESOV SPACE M OUAHBA, M Eddahbi, M Ouali Probab. Math. Statist 24, 2004 | 6 | 2004 |
| Backward stochastic differential equations driven by a jump Markov process with continuous and non-necessary continuous generators K Abdelhadi, M Eddahbi, N Khelfallah, A Almualim Fractal and Fractional 6 (6), 331, 2022 | 5 | 2022 |
| A Stroock formula for a certain class of Lévy processes and applications to finance M Eddahbi, JL Solé, J Vives International Journal of Stochastic Analysis 2005 (3), 211-235, 2005 | 5 | 2005 |
| Renormalization of the local time for the d-dimensional fractional Brownian motion with N parameters M Eddahbi, R Lacayo, JL Solé, J Vives, CA Tudor Nagoya Mathematical Journal 186, 173-191, 2007 | 4 | 2007 |
