## Swishchuk, Anatoliy

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 Author ID: swishchuk.anatoliy-v Published as: Svishchuk, A. V.; Swishchuk, Anatoliy; Swishchuk, A. V.; Swishchuk, Anatoly; Swishchuk, A.; Swishchuk, Anatoliy V.; Swishchuk, Anatoly V.; Svishchuk, Anatolij more...less Further Spellings: Svishchuk, Anatoliĭ Vital’evich; Свищук Анатолій Віталійович Homepage: http://people.ucalgary.ca/~aswish/ External Links: GND
 Documents Indexed: 98 Publications since 1983, including 10 Books 1 Further Contribution Reviewing Activity: 404 Reviews Co-Authors: 40 Co-Authors with 65 Joint Publications 1,471 Co-Co-Authors
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### Co-Authors

 34 single-authored 16 Korolyuk, Volodymyr Semenovych 5 Elliott, Robert James 5 Wu, Jianhong 4 Goncharova, Svitlana Ya. 4 Islam, Mohammad Shafiqul 4 Kazmerchuk, Yuriĭ Ivanovich 4 Zagst, Rudi 3 Lukin, O. E. 3 Vadori, Nelson 2 Gusak, Dmytro V. 2 Ivanov, Anatoli F. 2 Kalemanova, A. V. 2 Korolyuk, Vladimir V. 2 Limnios, Nikolaos 2 Mishura, Yuliya Stepanivna 2 Steinrücke, Lea 2 Svishchuk, M. Ya 2 Zhuravyts’kyj, D. G. 1 Borovskikh, Yuri V. 1 Bratijchuk, M. S. 1 Bratijchuk, N. S. 1 Burdeinyi, A. G. 1 Burdejnyj, A. G. 1 Cera, Katharina 1 Chavez-Casillas, Jonathan A. 1 Cherenkov, A. P. 1 Demenin, A. N. 1 Di, Lan 1 Diesperova, M. M. 1 Dobrovol’skij, V. V. 1 Dukhovny, Alexander M. 1 Dzhalladova, Irada A. 1 Gasanenko, Vitalii Alekseevich 1 Griego, Richard J. 1 Grikh, Z. A. 1 Hofmeister, Tyler 1 Khusainov, Denis Ya. 1 Li, Hua 1 Manca, Raimondo 1 Marushin, M. N. 1 Melyaeva, O. 1 Novikov, M. M. 1 Pratsiovytyi, Mykola 1 Rémillard, Bruno N. 1 Salvi, Giovanni 1 Schmidt, Julia K. 1 Solopko, I. O. 1 Tertychnyi, Maksym 1 Turbin, Anatoly F. 1 Tureniyazova, A. I. 1 Ware, Antony F. 1 Xu, Li 1 Yatsishin, Yu. V. 1 Yuan, George Xianzhi 1 Yuan, Steven 1 Zaigraev, Alexander 1 Zayats, Volodymyr V. 1 Zeller, Gabriela 1 Zhang, I. Y. 1 Zhdanova, Yu. D.
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### Serials

 13 Ukraïns’kyĭ Matematychnyĭ Zhurnal 8 Ukrainian Mathematical Journal 6 The Canadian Applied Mathematics Quarterly 5 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 3 Random Operators and Stochastic Equations 3 Methodology and Computing in Applied Probability 3 Mathematics and its Applications (Dordrecht) 2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Dopovidi Akademiï Nauk Ukraïni 2 Theory of Probability and Mathematical Statistics 2 Differential Equations and Dynamical Systems 2 International Journal of Theoretical and Applied Finance 2 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 2 International Journal of Stochastic Analysis 1 Advances in Applied Probability 1 Fuzzy Sets and Systems 1 Mathematics and Computers in Simulation 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Mathematical Problems in Engineering 1 Neliniĭni Kolyvannya 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 International Journal of Differential Equations and Applications 1 Quantitative Finance 1 International Journal of Qualitative Theory of Differential Equations and Applications 1 SIAM Journal on Financial Mathematics 1 SpringerBriefs in Mathematics 1 Mathematical Modelling: Theory and Applications
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### Fields

 89 Probability theory and stochastic processes (60-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 12 Systems theory; control (93-XX) 6 Ordinary differential equations (34-XX) 3 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Dynamical systems and ergodic theory (37-XX)

### Citations contained in zbMATH Open

47 Publications have been cited 219 times in 160 Documents Cited by Year
The pricing of options for securities markets with delayed response. Zbl 1301.91053
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
2007
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144
Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V.
2003
Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083
Korolyuk, V. S.; Swishchuk, A. V.
1994
A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
2005
Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116
Ivanov, Anatoli F.; Swishchuk, Anatoly V.
2008
Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329
Swishchuk, Anatoliy
2006
Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061
Swishchuk, Anatoly; Wu, Jianhong
2003
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017
Swishchuk, Anatoliy
2013
The stochastic stability of interest rates with jump changes. Zbl 0990.60059
Svishchuk, A. V.; Kalemanova, A. V.
2000
Random evolutions and their applications. New trends. Zbl 0973.60002
Swishchuk, Anatoly
2000
The geometric Markov renewal processes with application to finance. Zbl 1223.60072
Swishchuk, Anatoliy; Islam, Md Shafiqul
2011
Random dynamical systems in finance. Zbl 1279.37050
Swishchuk, Anatoliy; Islam, Shafiqul
2013
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059
Svishchuk, A. V.; Kazmerchuk, Yu. I.
2001
Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178
Elliott, Robert J.; Swishchuk, Anatoliy V.
2007
Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352
Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert
2014
Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035
Korolyuk, V. S.; Svishchuk, A. V.
1986
Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187
Swishchuk, Anatoliy; Xu, Li
2011
Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106
Limnios, Nikolaos; Swishchuk, Anatoliy
2013
A semi-Markovian modeling of limit order markets. Zbl 1370.60155
Swishchuk, Anatoliy; Vadori, Nelson
2017
Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380
Swishchuk, A. V.
1995
Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095
Vadori, N.; Swishchuk, A.
2015
Black-Scholes formula for a market in a random environment. Zbl 0989.60056
Griego, R. J.; Svishchuk, A. V.
2000
Random evolutions and their applications. Zbl 0892.60089
Swishchuk, Anatoly
1997
Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047
Swishchuk, Anatoly
2008
Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167
Salvi, Giovanni; Swishchuk, Anatoliy V.
2014
General semi-Markov model for limit order books. Zbl 1396.91764
Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia
2017
Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077
Koroljuk, V. S.; Swishchuk, A. V.
1988
Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021
Swishchuk, A. V.
1995
Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085
Swishchuk, Anatoly V.
2010
Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057
Swishchuk, Anatoliy; Islam, M. Shafiqul
2010
Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085
Korolyuk, V. S.; Svishchuk, A. V.
1989
Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004
Korolyuk, V. S.; Svishchuk, A. V.
2000
Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090
Svishchuk, A. V.
1989
Change of time methods in quantitative finance. Zbl 1391.91004
Swishchuk, Anatoliy
2016
Analog of the Black-Scholes formula for option pricing under conditions of $$(B, S, X)$$-incomplete market of securities with jumps. Zbl 0971.60069
Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V.
2000
Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086
Korolyuk, V. S.; Svishchuk, A. V.
1992
Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025
Korolyuk, V. S.; Svishchuk, A. V.
1990
Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042
Svishchuk, A. V.
1990
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355
Swishchuk, Anatoliy; Manca, Raimondo
2010
Change of time method in mathematical finance. Zbl 1163.91015
Swishchuk, Anatoliy
2007
Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100
Swishchuk, Anatoliy; Islam, Md Shafiqul
2013
Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082
Korolyuk, V. S.; Svishchuk, A. V.
1989
Filtering hidden semi-Markov chains. Zbl 1383.62202
Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy
2013
Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101
Korolyuk, V. S.; Svishchuk, A. V.
1990
A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091
Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V.
1987
A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059
Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V.
2019
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Zbl 1381.35236
Li, Hua; Ware, Antony; Di, Lan; Yuan, George; Swishchuk, Anatoliy; Yuan, Steven
2018
A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059
Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V.
2019
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Zbl 1381.35236
Li, Hua; Ware, Antony; Di, Lan; Yuan, George; Swishchuk, Anatoliy; Yuan, Steven
2018
A semi-Markovian modeling of limit order markets. Zbl 1370.60155
Swishchuk, Anatoliy; Vadori, Nelson
2017
General semi-Markov model for limit order books. Zbl 1396.91764
Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia
2017
Change of time methods in quantitative finance. Zbl 1391.91004
Swishchuk, Anatoliy
2016
Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095
Vadori, N.; Swishchuk, A.
2015
Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352
Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert
2014
Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167
Salvi, Giovanni; Swishchuk, Anatoliy V.
2014
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017
Swishchuk, Anatoliy
2013
Random dynamical systems in finance. Zbl 1279.37050
Swishchuk, Anatoliy; Islam, Shafiqul
2013
Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106
Limnios, Nikolaos; Swishchuk, Anatoliy
2013
Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100
Swishchuk, Anatoliy; Islam, Md Shafiqul
2013
Filtering hidden semi-Markov chains. Zbl 1383.62202
Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy
2013
The geometric Markov renewal processes with application to finance. Zbl 1223.60072
Swishchuk, Anatoliy; Islam, Md Shafiqul
2011
Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187
Swishchuk, Anatoliy; Xu, Li
2011
Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085
Swishchuk, Anatoly V.
2010
Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057
Swishchuk, Anatoliy; Islam, M. Shafiqul
2010
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355
Swishchuk, Anatoliy; Manca, Raimondo
2010
Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116
Ivanov, Anatoli F.; Swishchuk, Anatoly V.
2008
Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047
Swishchuk, Anatoly
2008
The pricing of options for securities markets with delayed response. Zbl 1301.91053
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
2007
Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178
Elliott, Robert J.; Swishchuk, Anatoliy V.
2007
Change of time method in mathematical finance. Zbl 1163.91015
Swishchuk, Anatoliy
2007
Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329
Swishchuk, Anatoliy
2006
A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
2005
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144
Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V.
2003
Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061
Swishchuk, Anatoly; Wu, Jianhong
2003
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059
Svishchuk, A. V.; Kazmerchuk, Yu. I.
2001
The stochastic stability of interest rates with jump changes. Zbl 0990.60059
Svishchuk, A. V.; Kalemanova, A. V.
2000
Random evolutions and their applications. New trends. Zbl 0973.60002
Swishchuk, Anatoly
2000
Black-Scholes formula for a market in a random environment. Zbl 0989.60056
Griego, R. J.; Svishchuk, A. V.
2000
Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004
Korolyuk, V. S.; Svishchuk, A. V.
2000
Analog of the Black-Scholes formula for option pricing under conditions of $$(B, S, X)$$-incomplete market of securities with jumps. Zbl 0971.60069
Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V.
2000
Random evolutions and their applications. Zbl 0892.60089
Swishchuk, Anatoly
1997
Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380
Swishchuk, A. V.
1995
Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021
Swishchuk, A. V.
1995
Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083
Korolyuk, V. S.; Swishchuk, A. V.
1994
Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086
Korolyuk, V. S.; Svishchuk, A. V.
1992
Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025
Korolyuk, V. S.; Svishchuk, A. V.
1990
Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042
Svishchuk, A. V.
1990
Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101
Korolyuk, V. S.; Svishchuk, A. V.
1990
Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085
Korolyuk, V. S.; Svishchuk, A. V.
1989
Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090
Svishchuk, A. V.
1989
Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082
Korolyuk, V. S.; Svishchuk, A. V.
1989
Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077
Koroljuk, V. S.; Swishchuk, A. V.
1988
A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091
Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V.
1987
Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035
Korolyuk, V. S.; Svishchuk, A. V.
1986
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### Cited by 247 Authors

 21 Swishchuk, Anatoliy 7 Islam, Mohammad Shafiqul 5 Korolyuk, Volodymyr Semenovych 4 Chang, Mouhsiung 4 Cordoni, Francesco Giuseppe 4 Di Persio, Luca 4 Kolesnik, Alexander D. 3 Ademola, Adeleke Timothy 3 Anisimov, Vladimir Vladislavovič 3 Birkin, Mark 3 Cui, Zhenyu 3 Frank, Till Daniel 3 Jiang, Feng 3 Limnios, Nikolaos 3 Luo, Jingjing 3 Manca, Raimondo 3 Nie, Xiaokai 3 Rujivan, Sanae 3 Zhu, Songping 2 Adesina, Olufemi Adeyinka 2 Badescu, Alexandru M. 2 Bae, Hyeong-Ohk 2 Bretó, Carles 2 Coca, Daniel 2 D’Amico, Guglielmo 2 Elliott, Robert James 2 Fei, Weiyin 2 Ionides, Edward L. 2 Issaka, Aziz 2 Janssen, Jacques 2 Lei, Jinzhi 2 Li, Cuixiang 2 Li, Wenhan 2 Li, Xiong 2 Li, Yaqiong 2 Lin, Lisha 2 Liu, Lixia 2 Luo, Jiaowan 2 Lv, Guiwen 2 Ogundare, Babatunde Sunday 2 Ogundiran, Michael Oluniyi 2 Pang, Tao 2 Pemy, Moustapha 2 Pogorui, Anatoliy A. 2 Ricciuti, Costantino 2 Rodríguez-Dagnino, Ramón Martín 2 Toaldo, Bruno 2 Wang, Liang 2 Wang, Zhen 2 Wu, Zhen 2 Yang, Hua 2 Yoo, Jane 2 Youree, Roger K. 2 Yue, Chao 1 Abou-El-Ela, A. M. A. 1 Akindeinde, Saheed Ojo 1 Al-Obaidi, Ali H. M. 1 Antonio, Katrien 1 Artalejo, Jesus R. 1 Askes, Harm 1 Au, Chi Yan 1 Baños, David R. 1 Barron, Yonit 1 Beek, Peter J. 1 Bhat, Harish S. 1 Bian, Liu 1 Bo, Lijun 1 Boyarsky, Abraham 1 Burdeinyi, A. G. 1 Burrage, Kevin 1 Cadenillas, Abel 1 Cera, Katharina 1 Chabanyuk, Yaroslav M. 1 Chang, Pei-Chann 1 Chavez-Casillas, Jonathan A. 1 Chen, Chuchu 1 Chen, Yuyu 1 Cho, Seung-Yeon 1 Cosso, Andrea 1 Couch, Matthew 1 Crauel, Hans 1 Crevecoeur, Jonas 1 De Gregorio, Alessandro 1 Di Nunno, Giulia 1 Doan, Thai Son 1 Domínguez de la Iglesia, Manuel 1 Dong, Yang 1 Dshalalow, Jewgeni H. 1 Du, Ying 1 El-Gohary, Awad I. 1 Feng, Tao 1 Filip, Silviu-Ioan 1 Foroush Bastani, Ali 1 Fung, Eric S. 1 Ge, Xiangyu 1 Gianfelice, Michele 1 Gitman, Inna M. 1 Gitman, Michael B. 1 Glech, S. G. 1 Góra, Paweł ...and 147 more Authors
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### Cited in 94 Serials

 8 Ukrainian Mathematical Journal 6 Stochastic Analysis and Applications 5 Stochastic Processes and their Applications 5 International Journal of Theoretical and Applied Finance 4 Journal of Statistical Physics 4 Journal of Computational and Applied Mathematics 4 Mathematical Problems in Engineering 4 Methodology and Computing in Applied Probability 3 Physica A 3 Physics Letters. A 3 Chaos, Solitons and Fractals 3 Communications in Statistics. Theory and Methods 3 Abstract and Applied Analysis 3 Communications in Nonlinear Science and Numerical Simulation 3 Discrete and Continuous Dynamical Systems. Series B 3 International Journal of Stochastic Analysis 2 Applied Mathematics and Computation 2 Automatica 2 Journal of Optimization Theory and Applications 2 Insurance Mathematics & Economics 2 Journal of Applied Mathematics and Stochastic Analysis 2 Annals of Operations Research 2 European Journal of Operational Research 2 Journal of Nonlinear Science 2 Theory of Probability and Mathematical Statistics 2 Random Operators and Stochastic Equations 2 Top 2 Journal of Difference Equations and Applications 2 Differentsial’nye Uravneniya i Protsessy Upravleniya 2 Stochastics 2 Journal of Probability and Statistics 2 Annals of Finance 2 International Journal of Applied and Computational Mathematics 1 Advances in Applied Probability 1 International Journal of Control 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Numerical Analysis 1 Cybernetics 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Journal of the Nigerian Mathematical Society 1 Physica D 1 Journal of Economic Dynamics & Control 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Journal of Global Optimization 1 Numerical Algorithms 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Journal of Dynamics and Differential Equations 1 Archive of Applied Mechanics 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Cybernetics and Systems Analysis 1 Applied Mathematics. Series B (English Edition) 1 Applicationes Mathematicae 1 NoDEA. Nonlinear Differential Equations and Applications 1 Bernoulli 1 European Journal of Control 1 Mathematical Finance 1 Soft Computing 1 Journal of Applied Mathematics and Decision Sciences 1 Discrete Dynamics in Nature and Society 1 Statistical Inference for Stochastic Processes 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 Quantitative Finance 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Dynamical Systems 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Mediterranean Journal of Mathematics 1 Advances in Difference Equations 1 Journal of Industrial and Management Optimization 1 Chebyshevskiĭ Sbornik 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Networks and Heterogeneous Media 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics 1 Set-Valued and Variational Analysis 1 Advances in Decision Sciences 1 International Journal of Analysis 1 The Scientific World Journal. Probability and Statistics
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### Cited in 22 Fields

 103 Probability theory and stochastic processes (60-XX) 67 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Ordinary differential equations (34-XX) 20 Numerical analysis (65-XX) 16 Systems theory; control (93-XX) 14 Dynamical systems and ergodic theory (37-XX) 14 Statistics (62-XX) 9 Partial differential equations (35-XX) 7 Statistical mechanics, structure of matter (82-XX) 7 Biology and other natural sciences (92-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Operations research, mathematical programming (90-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX)