| Weak solutions for SPDEs and backward doubly stochastic differential equations V Bally, A Matoussi Journal of Theoretical Probability 14, 125-164, 2001 | 192 | 2001 |
| Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison S Crépey, A Matoussi | 160 | 2008 |
| An extended mean field game for storage in smart grids C Alasseur, I Ben Taher, A Matoussi Journal of Optimization Theory and Applications 184, 644-670, 2020 | 119 | 2020 |
| Double barrier backward SDEs with continuous coefficient S Hamadène, JP Lepeltier, A Matoussi Pitman Research Notes in Mathematics Series, 161-176, 1997 | 118 | 1997 |
| Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model A Matoussi, D Possamaï, C Zhou Mathematical Finance 25 (2), 258-287, 2015 | 115 | 2015 |
| A stochastic control approach to a robust utility maximization problem G Bordigoni, A Matoussi, M Schweizer Stochastic Analysis and Applications: The Abel Symposium 2005, 125-151, 2007 | 114 | 2007 |
| BSDEs and applications N El Karoui, S Hamadène, A Matoussi Indifference pricing: theory and applications 8, 267-320, 2009 | 104 | 2009 |
| Reflected solutions of backward stochastic differential equations with continuous coefficient A Matoussi Statistics & probability letters 34 (4), 347-354, 1997 | 96 | 1997 |
| Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions JP Lepeltier, A Matoussi, M Xu Advances in applied probability 37 (1), 134-159, 2005 | 91 | 2005 |
| On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces S Dereich, F Fehringer, A Matoussi, M Scheutzow Journal of Theoretical Probability 16 (1), 249-265, 2003 | 76 | 2003 |
| L p estimates for the uniform norm of solutions of quasilinear SPDE's L Denis, A Matoussi, L Stoica Probability theory and related fields 133, 437-463, 2005 | 68 | 2005 |
| Large deviation principles of obstacle problems for quasilinear stochastic PDEs A Matoussi, W Sabbagh, T Zhang Applied Mathematics & Optimization 83 (2), 849-879, 2021 | 65 | 2021 |
| Stochastic PDEs driven by nonlinear noise and backward doubly SDEs A Matoussi, M Scheutzow Journal of Theoretical Probability 15, 1-39, 2002 | 49 | 2002 |
| Maximum principle and comparison theorem for quasi-linear stochastic PDE's L Denis, A Matoussi, L Stoica | 48 | 2009 |
| Second order reflected backward stochastic differential equations A Matoussi, D Possamai, C Zhou | 44 | 2013 |
| Sobolev solution for semilinear PDE with obstacle under monotonicity condition A Matoussi, M Xu | 38 | 2008 |
| Quadratic exponential semimartingales and application to BSDEs with jumps NE Karoui, A Matoussi, A Ngoupeyou arXiv preprint arXiv:1603.06191, 2016 | 35 | 2016 |
| The obstacle problem for quasilinear stochastic PDEs: Analytical approach L Denis, A Matoussi, J Zhang | 34 | 2014 |
| The obstacle problem for quasilinear stochastic PDE’s A Matoussi, L Stoica | 33 | 2010 |
| Convex duality for Epstein–Zin stochastic differential utility A Matoussi, H Xing Mathematical Finance 28 (4), 991-1019, 2018 | 32 | 2018 |