• B.D., "Convergence rate of the powers of an operator. Applications to stochastic systems", Bernoulli, 2017, Vol. 23, No. 4A, 2129-2180. pdf.


• B. Bercu, B.D., E. Rio, "Concentration inequalities for sums and martingales", Springer , 2016.


• F. Portier, B.D., "Integral approximation by kernel smoothing", Bernoulli 22(4), 2177-2208, 2016. pdf.


• B.D., "Exponential inequalities for dependent processes", . 2015. HAL.


• F. Portier, B.D., "Bootstrap testing of the rank of a matrix via least-squared constrained estimation", J. Amer. Statist. Assoc., 109(505):160-172, 2014.


• F. Portier, B.D., "Optimal function: A new approach for covering the central subspace". Journal of Multivariate Analysis, March 2013


• J.Yao, J.Chen, B.D., "On a model selection problem from high-dimensional sample covariance matrices", Journal of Multivariate Analysis, 2011.


• B.D., "Concentration inequalities for the spectral measure of random matrices". Electronic Communications in Probability, 549-562,2010


• B.D., "Exponential inequalities for sums of weakly dependent variables". Electronic Journal of Probability, 752-779,2009


• B.D., Y.Hu, "Simulation of conditioned diffusions and applications to parameter estimation", Stochastic  Processes and Applications, 116 (2006), 1660-1675 Preprint.


• B.D., A. Juditsky, R. Liptser, "Moderate deviation principle for ergodic Markov chain. Lipschitz summands". From stochastic calculus to mathematical finance, 189--209, Springer, Berlin, 2006


• B.D., J. Yao, "On the spectral distribution of Gaussian random matrices". Acta Math. Appl. Sin. Engl. Ser. 22 (2006), no. 2, 297--312.


• C. Badea , M. Crouzeix, B.D., "Convex domains and K-spectral sets", Mathematische Zeitschrift, August 2005.


• B.D., M.Crouzeix, "Some estimates for analytic functions of bounded operators with given numerical range", psfile, ICIAM, Sydney, 2003.


• Ph. Briand, B.D., Y. Hu, E. Pardoux, L. Stoica. "Lp solutions of backward stochastic differential equations". Stochastic Process. Appl. 108 (2003), no. 1, 109--129.


• B.D., "The solutions to BSDEs with terminal condition in L1", psfile, 3rd Coll. on BSDEs Finance and Appl., Weihai, 2002.


• Ph. Briand, B.D. and J. Mémin, "On the robustness of backward stochastic differential equations", Stochastic Process. Appl. 97 (2002), 229-253.


• Ph. Briand, B.D. and J. Mémin, "Donsker-type Theorem for BSDEs'', Electron. Comm. Probab. , 2001.


• B.D., "A note on uniform observability". IEEE Trans. Automat. Control 46 (2001), no. 8, 1326--1327


• B.D., A. Juditsky, "On minimax identification of nonparametric autoregressive models". Probab. Theory Related Fields 116 (2000), no. 1, 21--39. Preprint


• B.D., F. Delyon, "Generalization of Von Neumann's spectral sets and integral representation of operators'', Bull. Soc. Math. Fr., vol 127, No 1, p 25-42, 1999. Preprint


• B.D., A. Juditsky, "On Small Perturbations of Stable Markov Operators : Unbounded Markov'', Th. Prob. Appl., vol 43, No 4, 1999. Preprint
  
  


• M. Lavielle, B.D. , É. Moulines, "Convergence of a  stochastic approximation version of the EM  algorithm'', The Annals of Statistics, Vol 27, 1999. Preprint


• B.D., A. Juditsky, "On the Computation of Wavelet Coefficients'', Journal of Approximation Theory, Vol. 88, No. 1, January 1997. Preprint


• B.D., A. Juditsky, "On Minimax Wavelet Estimators'', Applied Computational Harmonic Analysis, 3, 215-228, 1996. Preprint


• J.J. Fuchs, B.D., "Minimal L1 norm reconstruction of oversampled signals''. IEEE-IT, vol 46 (2000), No 4, p. 1666-1672. Preprint


• B.D., "General results on the Convergence of Stochastic Algorithms'', IEEE-A.C., vol41, No9, p.1245-1255,sept 1996.  Preprint