Dylan Possamaï

1.4k total citations
52 papers, 616 citations indexed

About

Dylan Possamaï is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Dylan Possamaï has authored 52 papers receiving a total of 616 indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 21 papers in Economics and Econometrics and 13 papers in Management Science and Operations Research. Recurrent topics in Dylan Possamaï's work include Stochastic processes and financial applications (42 papers), Economic theories and models (16 papers) and Risk and Portfolio Optimization (11 papers). Dylan Possamaï is often cited by papers focused on Stochastic processes and financial applications (42 papers), Economic theories and models (16 papers) and Risk and Portfolio Optimization (11 papers). Dylan Possamaï collaborates with scholars based in France, Switzerland and United States. Dylan Possamaï's co-authors include Nizar Touzi, Chao Zhou, Xiaolu Tan, Jakša Cvitanić, Anis Matoussi, Pierre Gauthier, Romuald Élie, Henri Pagès, Anthony Réveillac and H. Meté Soner and has published in prestigious journals such as Management Science, Transactions of the American Mathematical Society and SIAM Journal on Control and Optimization.

In The Last Decade

Dylan Possamaï

50 papers receiving 584 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Dylan Possamaï France	15	486	264	208	89	75	52	616
Romuald Élie France	13	381 0.8×	170 0.6×	141 0.7×	117 1.3×	63 0.8×	38	517
Huyên Pham France	14	622 1.3×	323 1.2×	186 0.9×	89 1.0×	38 0.5×	23	713
Shaolin Ji China	15	635 1.3×	227 0.9×	360 1.7×	211 2.4×	46 0.6×	59	783
Salvatore Federico Italy	13	313 0.6×	229 0.9×	79 0.4×	127 1.4×	79 1.1×	48	528
Bernt Øksendal Norway	11	521 1.1×	255 1.0×	168 0.8×	113 1.3×	71 0.9×	28	763
Olivier Guéant France	14	543 1.1×	379 1.4×	237 1.1×	25 0.3×	43 0.6×	36	754
Łukasz Delong Poland	13	390 0.8×	214 0.8×	172 0.8×	317 3.6×	29 0.4×	47	590
Lijun Bo China	15	506 1.0×	127 0.5×	157 0.8×	80 0.9×	35 0.5×	77	598
Marie-Claire Quenez France	11	615 1.3×	250 0.9×	233 1.1×	162 1.8×	21 0.3×	18	648
Samuel N. Cohen United Kingdom	10	308 0.6×	105 0.4×	143 0.7×	100 1.1×	30 0.4×	42	416

Countries citing papers authored by Dylan Possamaï

Since Specialization

Citations

This map shows the geographic impact of Dylan Possamaï's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Dylan Possamaï with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dylan Possamaï more than expected).

Fields of papers citing papers by Dylan Possamaï

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dylan Possamaï. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Dylan Possamaï. The network helps show where Dylan Possamaï may publish in the future.

Co-authorship network of co-authors of Dylan Possamaï

This figure shows the co-authorship network connecting the top 25 collaborators of Dylan Possamaï. A scholar is included among the top collaborators of Dylan Possamaï based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Dylan Possamaï. Dylan Possamaï is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Howison, Sam, et al.. (2024). Randomness and early termination: What makes a game exciting?. Probability Theory and Related Fields. 192(1-2). 135–162. 1 indexed citations

Papapantoleon, Antonis, et al.. (2023). Stability of backward stochastic differential equations: the general Lipschitz case. Electronic Journal of Probability. 28(none).

Possamaï, Dylan, et al.. (2022). Incentives, lockdown, and testing: from Thucydides’ analysis to the COVID-19 pandemic. Journal of Mathematical Biology. 84(5). 37–37. 15 indexed citations

Possamaï, Dylan, et al.. (2020). A unified approach to well-posedness of type-I backward stochastic\n Volterra integral equations. arXiv (Cornell University). 10 indexed citations

Possamaï, Dylan, Nizar Touzi, & Jianfeng Zhang. (2020). Zero-sum path-dependent stochastic differential games in weak formulation. The Annals of Applied Probability. 30(3). 14 indexed citations

Possamaï, Dylan, et al.. (2017). Bank monitoring incentives under moral hazard and adverse selection. HAL (Le Centre pour la Communication Scientifique Directe). 6 indexed citations

Cvitanić, Jakša, Dylan Possamaï, & Nizar Touzi. (2016). Moral Hazard in Dynamic Risk Management. Management Science. 63(10). 3328–3346. 44 indexed citations

Bouchard, Bruno, Dylan Possamaï, & Xiaolu Tan. (2016). A general Doob-Meyer-Mertens decomposition for g-supermartingale systems. Electronic Journal of Probability. 21(none). 11 indexed citations

Possamaï, Dylan, et al.. (2015). Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs. Electronic Journal of Probability. 20(none). 9 indexed citations

10.

Possamaï, Dylan, Xiaolu Tan, & Chao Zhou. (2015). Stochastic control for a class of nonlinear kernels and applications. arXiv (Cornell University). 32 indexed citations

11.

Cvitanić, Jakša, Dylan Possamaï, & Nizar Touzi. (2015). Dynamic programming approach to principal-agent problems. arXiv (Cornell University). 56 indexed citations

12.

Matoussi, Anis, et al.. (2014). Probabilistic interpretation for solutions of fully Nonlinear Stochastic\n PDEs. arXiv (Cornell University). 4 indexed citations

13.

Possamaï, Dylan, et al.. (2014). General indifference pricing with small transaction costs. arXiv (Cornell University). 3 indexed citations

14.

Possamaï, Dylan & Henri Pagès. (2013). A mathematical treatment of bank monitoring incentives. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 13 indexed citations

15.

Possamaï, Dylan. (2013). Second order backward stochastic differential equations under a monotonicity condition. Stochastic Processes and their Applications. 123(5). 1521–1545. 9 indexed citations

16.

Matoussi, Anis, et al.. (2012). Second-order BSDEs with general reflection and game options under\n uncertainty. arXiv (Cornell University). 13 indexed citations

17.

Possamaï, Dylan, et al.. (2012). Second Order BSDEs with Jumps, Part I: Aggregation and Uniqueness. arXiv (Cornell University). 2 indexed citations

18.

Possamaï, Dylan. (2012). Second Order Backward Stochastic Differential Equations with Continuous Coefficient. arXiv (Cornell University). 1 indexed citations

19.

Possamaï, Dylan, et al.. (2012). Quadratic BSDEs with jumps and related non-linear expectations: a fixed-point approach ∗. arXiv (Cornell University). 2 indexed citations

20.

Matoussi, Anis, et al.. (2012). Second-order BSDEs with general reflection and Dynkin games under uncertainty. arXiv (Cornell University). 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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