Compute Distance To:
 Author ID: bally.vlad Published as: Bally, Vlad; Bally, V.
 Documents Indexed: 66 Publications since 1984 1 Further Contribution Co-Authors: 27 Co-Authors with 47 Joint Publications 513 Co-Co-Authors
all top 5

### Co-Authors

 19 single-authored 18 Caramellino, Lucia 5 Pagès, Gilles 4 Talay, Denis 3 Kohatsu-Higa, Arturo 3 Pardoux, Etienne 3 Poly, Guillaume 3 Printems, Jacques 2 Bavouzet, Marie-Pierre 2 Clement, Emmanuelle 2 Messaoud, Marouen 2 Saussereau, Bruno 2 Stoica, Lucreţiu 2 Zanette, Antonino 1 Alfonsi, Aurélien 1 Cont, Rama 1 Cuculescu, Ion 1 Fernández, Begoña Fernández 1 Fournier, Nicolas G. 1 Goreac, Dan 1 Gyöngy, István 1 Matoussi, Anis 1 Meda, Ana 1 Millet, Annie 1 Pigato, Paolo 1 Protter, Philip Elliott 1 Rabiet, Victor 1 Rey, Clément 1 Sanz-Solé, Marta 1 Utzet, Frederic 1 Vives, Josep
all top 5

### Serials

 6 The Annals of Probability 5 Studii și Cercetări Matematice 5 Probability Theory and Related Fields 5 Electronic Journal of Probability 4 Journal of Functional Analysis 4 The Annals of Applied Probability 4 Stochastic Processes and their Applications 4 Stochastics and Stochastics Reports 3 Potential Analysis 3 Monte Carlo Methods and Applications 2 Revue Roumaine de Mathématiques Pures et Appliquées 2 Bernoulli 2 Mathematical Finance 1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 1 Mathematics and Computers in Simulation 1 Numerische Mathematik 1 Osaka Journal of Mathematics 1 Journal of Theoretical Probability 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Decisions in Economics and Finance 1 Risk and Decision Analysis 1 Advanced Courses in Mathematics – CRM Barcelona
all top 5

### Fields

 65 Probability theory and stochastic processes (60-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Numerical analysis (65-XX) 6 Partial differential equations (35-XX) 3 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Statistics (62-XX)

### Citations contained in zbMATH Open

55 Publications have been cited 877 times in 654 Documents Cited by Year
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function. Zbl 0838.60051
Bally, V.; Talay, D.
1996
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Zbl 1042.60021
Bally, Vlad; Pagès, Gilles
2003
Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057
Bally, V.; Matoussi, A.
2001
Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Zbl 0835.60053
Bally, Vlad; Millet, Annie; Sanz-Solé, Marta
1995
A quantization tree method for princing and hedging multidimensional american options. Zbl 1127.91023
Bally, Vlad; Pagès, Gilles; Printems, Jacques
2005
The law of the Euler scheme for stochastic differential equations. II: Convergence rate of the density. Zbl 0866.60049
Bally, Vlad; Talay, Denis
1996
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
Error analysis of the optimal quantization algorithm for obstacle problems. Zbl 1075.60523
Bally, Vlad; Pagès, Gilles
2003
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
1998
Approximation scheme for solutions of BSDE. Zbl 0889.60068
Bally, V.
1997
A probabilistic interpretation of the parametrix method. Zbl 1329.35164
Bally, Vlad; Kohatsu-Higa, Arturo
2015
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Zbl 1137.91425
Bally, Vlad; Caramellino, Lucia; Zanette, Antonino
2005
Integration by parts formula for locally smooth laws and applications to sensitivity computations. Zbl 1139.60025
Bally, Vlad; Bavouzet, Marie-Pierre; Messaoud, Marouen
2007
On the distances between probability density functions. Zbl 1307.60072
Bally, Vlad; Caramellino, Lucia
2014
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
2005
Integration by parts formula and applications to equations with jumps. Zbl 1243.60045
Bally, Vlad; Clément, Emmanuelle
2011
A stochastic quantization method for nonlinear problems. Zbl 1035.65008
Bally, Vlad; Pagès, Gilles; Printems, Jacques
2001
Lower bounds for the density of locally elliptic Itô processes. Zbl 1123.60037
2006
Lower bounds for densities of Asian type stochastic differential equations. Zbl 1196.60105
Bally, Vlad; Kohatsu-Higa, Arturo
2010
The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus. Zbl 0824.60056
Bally, Vlad; Talay, Denis
1995
First-order schemes in the numerical quantization method. Zbl 1056.91025
Bally, V.; Pagès, G.; Printems, J.
2003
A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs. Zbl 1055.60051
Bally, Vlad; Saussereau, Bruno
2004
Approximation of Markov semigroups in total variation distance. Zbl 1338.60097
Bally, Vlad; Rey, Clément
2016
Riesz transform and integration by parts formulas for random variables. Zbl 1229.60069
Bally, Vlad; Caramellino, Lucia
2011
Convergence and regularity of probability laws by using an interpolation method. Zbl 1377.60066
Bally, Vlad; Caramellino, Lucia
2017
Positivity and lower bounds for the density of Wiener functionals. Zbl 1286.60050
Bally, Vlad; Caramellino, Lucia
2013
Convergence in distribution norms in the CLT for non identical distributed random variables. Zbl 1410.60031
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume
2018
Regularization properties of the 2D homogeneous Boltzmann equation without cutoff. Zbl 1237.82038
Bally, Vlad; Fournier, Nicolas
2011
On the connection between the Malliavin covariance matrix and Hörmander’s condition. Zbl 0726.60056
1991
Asymptotic development for the CLT in total variation distance. Zbl 1346.60016
Bally, Vlad; Caramellino, Lucia
2016
A class of Markov processes which admit local times. Zbl 0615.60069
Bally, Vlad; Stoica, Lucretiu
1987
Regularity of probability laws by using an interpolation method. Zbl 1371.60096
Bally, Vlad; Caramellino, Lucia
2016
Estimates for the probability that Itô processes remain near a path. Zbl 1223.60035
Bally, Vlad; Fernández, Begoña; Meda, Ana
2011
Total variation distance between stochastic polynomials and invariance principles. Zbl 1456.60070
Bally, Vlad; Caramellino, Lucia
2019
Regularity and stability for the semigroup of jump diffusions with state-dependent intensity. Zbl 1402.60104
Bally, Vlad; Goreac, Dan; Rabiet, Victor
2018
Non universality for the variance of the number of real roots of random trigonometric polynomials. Zbl 1478.60136
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume
2019
Approximation for the solutions of stochastic differential equations. I: $$L^ p$$-convergence. Zbl 0695.60062
1989
Integration by parts formula with respect to jump times for stochastic differential equations. Zbl 1223.60032
Bally, Vlad; Clément, Emmanuelle
2011
The law of the Euler scheme for stochastic differential equations. Zbl 0925.60064
Bally, V.; Protter, P.; Talay, D.
1996
Construction of asymptotically optimal controls for control and game problems. Zbl 0916.93070
1998
Tube estimates for diffusions under a local strong Hörmander condition. Zbl 1434.60133
Bally, Vlad; Caramellino, Lucia; Pigato, Paolo
2019
Regularization lemmas and convergence in total variation. Zbl 1444.60009
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume
2020
Approximation theorems for the local time of a Markov process. Zbl 0596.60076
1986
Integration by parts formulas and the Riesz transform. Zbl 1372.60072
Bally, Vlad; Caramellino, Lucia
2016
Construction of integration by parts formulas. Zbl 1372.60073
Bally, Vlad; Caramellino, Lucia
2016
Differentiability with respect to a real parameter for the solutions of a class of non-Markov stochastic equations. Zbl 0685.60064
1989
A stochastic ellipticity assumption. Zbl 0766.60063
1992
Malliavin calculus for pure jump processes and applications to finance. Zbl 1180.91321
Bavouzet, Marie-Pierre; Messaoud, Marouen; Bally, Vlad
2009
Approximation of the Snell envelope and American options prices in dimension one. Zbl 0998.60037
Bally, Vlad; Saussereau, Bruno
2002
The central limit theorem for a nonlinear algorithm based on quantization. Zbl 1047.60064
2004
Some estimates in extended stochastic volatility models of Heston type. Zbl 1409.62205
Bally, V.; De Marco, S.
2011
Upper bounds for the function solution of the homogeneous $$2D$$ Boltzmann equation with hard potential. Zbl 1433.60028
2019
Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002
2016
Approximation for the solutions of stochastic differential equations. II: Strong convergence. Zbl 0695.60063
1989
Approximation for the solutions of stochastic differential equations. III: Jointly weak convergence. Zbl 0719.60058
1990
Regularization lemmas and convergence in total variation. Zbl 1444.60009
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume
2020
Total variation distance between stochastic polynomials and invariance principles. Zbl 1456.60070
Bally, Vlad; Caramellino, Lucia
2019
Non universality for the variance of the number of real roots of random trigonometric polynomials. Zbl 1478.60136
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume
2019
Tube estimates for diffusions under a local strong Hörmander condition. Zbl 1434.60133
Bally, Vlad; Caramellino, Lucia; Pigato, Paolo
2019
Upper bounds for the function solution of the homogeneous $$2D$$ Boltzmann equation with hard potential. Zbl 1433.60028
2019
Convergence in distribution norms in the CLT for non identical distributed random variables. Zbl 1410.60031
Bally, Vlad; Caramellino, Lucia; Poly, Guillaume
2018
Regularity and stability for the semigroup of jump diffusions with state-dependent intensity. Zbl 1402.60104
Bally, Vlad; Goreac, Dan; Rabiet, Victor
2018
Convergence and regularity of probability laws by using an interpolation method. Zbl 1377.60066
Bally, Vlad; Caramellino, Lucia
2017
Approximation of Markov semigroups in total variation distance. Zbl 1338.60097
Bally, Vlad; Rey, Clément
2016
Asymptotic development for the CLT in total variation distance. Zbl 1346.60016
Bally, Vlad; Caramellino, Lucia
2016
Regularity of probability laws by using an interpolation method. Zbl 1371.60096
Bally, Vlad; Caramellino, Lucia
2016
Integration by parts formulas and the Riesz transform. Zbl 1372.60072
Bally, Vlad; Caramellino, Lucia
2016
Construction of integration by parts formulas. Zbl 1372.60073
Bally, Vlad; Caramellino, Lucia
2016
Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002
2016
A probabilistic interpretation of the parametrix method. Zbl 1329.35164
Bally, Vlad; Kohatsu-Higa, Arturo
2015
On the distances between probability density functions. Zbl 1307.60072
Bally, Vlad; Caramellino, Lucia
2014
Positivity and lower bounds for the density of Wiener functionals. Zbl 1286.60050
Bally, Vlad; Caramellino, Lucia
2013
Integration by parts formula and applications to equations with jumps. Zbl 1243.60045
Bally, Vlad; Clément, Emmanuelle
2011
Riesz transform and integration by parts formulas for random variables. Zbl 1229.60069
Bally, Vlad; Caramellino, Lucia
2011
Regularization properties of the 2D homogeneous Boltzmann equation without cutoff. Zbl 1237.82038
Bally, Vlad; Fournier, Nicolas
2011
Estimates for the probability that Itô processes remain near a path. Zbl 1223.60035
Bally, Vlad; Fernández, Begoña; Meda, Ana
2011
Integration by parts formula with respect to jump times for stochastic differential equations. Zbl 1223.60032
Bally, Vlad; Clément, Emmanuelle
2011
Some estimates in extended stochastic volatility models of Heston type. Zbl 1409.62205
Bally, V.; De Marco, S.
2011
Lower bounds for densities of Asian type stochastic differential equations. Zbl 1196.60105
Bally, Vlad; Kohatsu-Higa, Arturo
2010
Malliavin calculus for pure jump processes and applications to finance. Zbl 1180.91321
Bavouzet, Marie-Pierre; Messaoud, Marouen; Bally, Vlad
2009
Integration by parts formula for locally smooth laws and applications to sensitivity computations. Zbl 1139.60025
Bally, Vlad; Bavouzet, Marie-Pierre; Messaoud, Marouen
2007
Lower bounds for the density of locally elliptic Itô processes. Zbl 1123.60037
2006
A quantization tree method for princing and hedging multidimensional american options. Zbl 1127.91023
Bally, Vlad; Pagès, Gilles; Printems, Jacques
2005
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Zbl 1137.91425
Bally, Vlad; Caramellino, Lucia; Zanette, Antonino
2005
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
2005
A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs. Zbl 1055.60051
Bally, Vlad; Saussereau, Bruno
2004
The central limit theorem for a nonlinear algorithm based on quantization. Zbl 1047.60064
2004
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems. Zbl 1042.60021
Bally, Vlad; Pagès, Gilles
2003
Error analysis of the optimal quantization algorithm for obstacle problems. Zbl 1075.60523
Bally, Vlad; Pagès, Gilles
2003
First-order schemes in the numerical quantization method. Zbl 1056.91025
Bally, V.; Pagès, G.; Printems, J.
2003
Approximation of the Snell envelope and American options prices in dimension one. Zbl 0998.60037
Bally, Vlad; Saussereau, Bruno
2002
Weak solutions for SPDE’s and backward doubly stochastic differential equations. Zbl 0982.60057
Bally, V.; Matoussi, A.
2001
A stochastic quantization method for nonlinear problems. Zbl 1035.65008
Bally, Vlad; Pagès, Gilles; Printems, Jacques
2001
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
1998
Construction of asymptotically optimal controls for control and game problems. Zbl 0916.93070
1998
Approximation scheme for solutions of BSDE. Zbl 0889.60068
Bally, V.
1997
The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function. Zbl 0838.60051
Bally, V.; Talay, D.
1996
The law of the Euler scheme for stochastic differential equations. II: Convergence rate of the density. Zbl 0866.60049
Bally, Vlad; Talay, Denis
1996
The law of the Euler scheme for stochastic differential equations. Zbl 0925.60064
Bally, V.; Protter, P.; Talay, D.
1996
Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Zbl 0835.60053
Bally, Vlad; Millet, Annie; Sanz-Solé, Marta
1995
The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus. Zbl 0824.60056
Bally, Vlad; Talay, Denis
1995
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
A stochastic ellipticity assumption. Zbl 0766.60063
1992
On the connection between the Malliavin covariance matrix and Hörmander’s condition. Zbl 0726.60056
1991
Approximation for the solutions of stochastic differential equations. III: Jointly weak convergence. Zbl 0719.60058
1990
Approximation for the solutions of stochastic differential equations. I: $$L^ p$$-convergence. Zbl 0695.60062
1989
Differentiability with respect to a real parameter for the solutions of a class of non-Markov stochastic equations. Zbl 0685.60064
1989
Approximation for the solutions of stochastic differential equations. II: Strong convergence. Zbl 0695.60063
1989
A class of Markov processes which admit local times. Zbl 0615.60069
Bally, Vlad; Stoica, Lucretiu
1987
Approximation theorems for the local time of a Markov process. Zbl 0596.60076
1986
all top 5

### Cited by 789 Authors

 29 Pagès, Gilles 24 Bally, Vlad 17 Kohatsu-Higa, Arturo 12 Gobet, Emmanuel 12 Matoussi, Anis 11 Zhao, Huaizhong 10 Caramellino, Lucia 10 Menozzi, Stéphane 9 Dokuchaev, Nikolai G. 9 Jentzen, Arnulf 9 Yamada, Toshihiro 8 Dalang, Robert C. 8 Nualart, David 8 Nualart, Eulalia 8 Sanz-Solé, Marta 8 Touzi, Nizar 8 Warin, Xavier 8 Zhang, Tusheng S. 7 Chassagneux, Jean-François 7 Schoenmakers, John G. M. 6 Belomestny, Denis 6 Bouchard, Bruno 6 de Saporta, Benoîte 6 Klimsiak, Tomasz 6 Luschgy, Harald 6 Pham, Huyên 6 Talay, Denis 6 Zhang, Qi 6 Zhang, Xicheng 5 Alfonsi, Aurélien 5 Bogachev, Vladimir Igorevich 5 Cheridito, Patrick 5 Crisan, Dan O. 5 Denis, Laurent 5 Dufour, François 5 Fournier, Nicolas G. 5 Hu, Yaozhong 5 Hutzenthaler, Martin 5 Jourdain, Benjamin 5 Kharrat, Mohamed 5 Konakov, Valentin 5 Labart, Céline 5 Lu, Kening 5 Ouknine, Youssef 5 Poly, Guillaume 5 Sagna, Abass 5 Shi, Yufeng 5 Wu, Zhen 5 Zhao, Weidong 5 Zhu, Qingfeng 4 Bayer, Christian 4 Bender, Christian 4 E, Weinan 4 Feng, Chunrong 4 Geiss, Christel 4 Kawai, Reiichiro 4 Lemaire, Vincent 4 Ludkovski, Michael 4 Ma, Dandan 4 Manolarakis, Konstantinos 4 Millet, Annie 4 Pflug, Georg Ch. 4 Pigato, Paolo 4 Printems, Jacques 4 Quer-Sardanyons, Lluís 4 Sabbagh, Wissal 4 Samson, Adeline 4 Shu, Ji 4 Takeuchi, Atsushi 4 Wang, Bixiang 4 Wozabal, David 3 Aman, Auguste 3 Bachouch, Achref 3 Bahlali, Khaled 3 Bao, Feng 3 Becker, Sebastian 3 Boufoussi, Brahim 3 Bouleau, Nicolas 3 Callegaro, Giorgia 3 Cao, Yanzhao 3 Clement, Emmanuelle 3 Delarue, François 3 Delgado-Vences, Francisco J. 3 Fiorin, Lucio 3 Gyöngy, István 3 Han, Baoyan 3 Hong, Jialin 3 Jiang, Yiming 3 Kebaier, Ahmed 3 Khoshnevisan, Davar 3 Kosov, Egor D. 3 Kulik, Alexey M. 3 Lanconelli, Alberto 3 León, Jorge A. 3 Li, Yong 3 Li, Yumeng 3 Lin, Qian 3 Liu, Xianming 3 Löhndorf, Nils 3 Mao, Xuerong ...and 689 more Authors
all top 5

### Cited in 156 Serials

 68 Stochastic Processes and their Applications 30 The Annals of Applied Probability 22 Bernoulli 19 The Annals of Probability 18 Monte Carlo Methods and Applications 17 Journal of Functional Analysis 15 Journal of Differential Equations 15 Stochastic Analysis and Applications 15 Quantitative Finance 14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 13 Stochastics and Dynamics 13 Stochastics 12 Probability Theory and Related Fields 12 Journal of Theoretical Probability 12 Potential Analysis 12 Stochastic and Partial Differential Equations. Analysis and Computations 10 Journal of Computational and Applied Mathematics 9 Mathematics of Computation 9 Electronic Journal of Probability 9 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 9 Methodology and Computing in Applied Probability 8 European Journal of Operational Research 8 Mathematical Finance 7 Journal of Mathematical Analysis and Applications 7 Statistics & Probability Letters 7 Applied Mathematical Finance 7 Comptes Rendus. Mathématique. Académie des Sciences, Paris 7 SIAM Journal on Financial Mathematics 6 Advances in Applied Probability 6 SIAM Journal on Numerical Analysis 6 Discrete and Continuous Dynamical Systems 6 International Journal of Theoretical and Applied Finance 6 Acta Mathematica Sinica. English Series 5 Acta Mathematicae Applicatae Sinica. English Series 5 SIAM/ASA Journal on Uncertainty Quantification 4 Applied Mathematics and Computation 4 Acta Applicandae Mathematicae 4 Applied Numerical Mathematics 4 Random Operators and Stochastic Equations 4 Finance and Stochastics 4 Discrete and Continuous Dynamical Systems. Series B 4 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 3 Journal of Statistical Physics 3 Applied Mathematics and Optimization 3 Journal of Applied Probability 3 Journal of Econometrics 3 SIAM Journal on Control and Optimization 3 Transactions of the American Mathematical Society 3 Journal of Scientific Computing 3 Communications in Statistics. Theory and Methods 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Journal of Evolution Equations 3 Journal of Applied Mathematics 3 Frontiers of Mathematics in China 3 Modern Stochastics. Theory and Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 2 Communications on Pure and Applied Mathematics 2 Journal of Mathematical Physics 2 Nonlinearity 2 Automatica 2 Journal of Approximation Theory 2 Journal of the Mathematical Society of Japan 2 Journal of Statistical Planning and Inference 2 Mathematics and Computers in Simulation 2 Journal of Complexity 2 Journal of Economic Dynamics & Control 2 European Journal of Applied Mathematics 2 Annals of Operations Research 2 Japan Journal of Industrial and Applied Mathematics 2 Numerical Algorithms 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Journal of Statistical Computation and Simulation 2 SIAM Journal on Mathematical Analysis 2 Stochastics and Stochastics Reports 2 Computational Optimization and Applications 2 Computational Economics 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Turkish Journal of Mathematics 2 Advances in Computational Mathematics 2 Fractional Calculus & Applied Analysis 2 LMS Journal of Computation and Mathematics 2 Foundations of Computational Mathematics 2 SIAM Journal on Applied Dynamical Systems 2 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki 2 Science China. Mathematics 2 Communications in Mathematics and Statistics 1 Communications in Mathematical Physics 1 International Journal of Control 1 Journal of Computational Physics 1 Mathematical Notes 1 Studia Mathematica 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Acta Mathematica Vietnamica 1 BIT 1 Czechoslovak Mathematical Journal 1 Journal of Optimization Theory and Applications 1 Memoirs of the American Mathematical Society 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods ...and 56 more Serials
all top 5

### Cited in 36 Fields

 573 Probability theory and stochastic processes (60-XX) 222 Numerical analysis (65-XX) 142 Partial differential equations (35-XX) 137 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 52 Statistics (62-XX) 39 Systems theory; control (93-XX) 38 Ordinary differential equations (34-XX) 24 Operations research, mathematical programming (90-XX) 22 Dynamical systems and ergodic theory (37-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 15 Operator theory (47-XX) 8 Approximations and expansions (41-XX) 7 Measure and integration (28-XX) 7 Potential theory (31-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Computer science (68-XX) 6 Statistical mechanics, structure of matter (82-XX) 6 Biology and other natural sciences (92-XX) 6 Information and communication theory, circuits (94-XX) 5 Fluid mechanics (76-XX) 3 Real functions (26-XX) 3 Integral equations (45-XX) 3 Functional analysis (46-XX) 2 Combinatorics (05-XX) 2 Functions of a complex variable (30-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX)