Edit Profile (opens in new tab) Biagini, Francesca Co-Author Distance Author ID: biagini.francesca Published as: Biagini, Francesca; Biagini, F. Documents Indexed: 63 Publications since 1999, including 3 Books and 2 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 45 Co-Authors with 61 Joint Publications 775 Co-Co-Authors all top 5 Co-Authors 3 single-authored 13 Meyer-Brandis, Thilo 9 Øksendal, Bernt Karsten 7 Mazzon, Andrea 6 Oberpriller, Katharina 4 Cretarola, Alessandra 3 Campanino, Massimo 3 Fouque, Jean-Pierre 3 Frittelli, Marco 3 Gnoatto, Alessandro 3 Härtel, Maximilian 3 Hu, Yaozhong 3 Reitsam, Thomas 3 Widenmann, Jan Maximilian 3 Zhang, Yinglin 2 Bregman, Yuliya 2 Fuschini, Serena 2 Gonon, Lukas 2 Guasoni, Paolo 2 Klüppelberg, Claudia 2 Mancin, Jacopo 2 Nedelcu, Sorin 2 Pratelli, Maurizio 2 Rheinländer, Thorsten 2 Schreiber, Irene 2 Sulem, Agnès 1 Akhtari, Bahar 1 Björk, Tomas 1 Bollweg, Georg 1 Bregman, Julia 1 Doldi, Alessandro 1 Fink, Holger 1 Föllmer, Hans 1 Groll, Andreas 1 Oliva, Immacolata 1 Paczka, Krzysztof 1 Perkkiö, Ari-Pekka 1 Platen, Eckhard 1 Richter, Andreas 1 Rost, Daniel 1 Schlesinger, Harris 1 Svindland, Gregor 1 Ulmer, Sascha 1 Wallner, Naomi 1 Walter, Niklas 1 Zhang, Tusheng S. all top 5 Serials 6 SIAM Journal on Financial Mathematics 5 Stochastic Processes and their Applications 5 Mathematical Finance 5 International Journal of Theoretical and Applied Finance 4 Applied Mathematics and Optimization 4 Mathematics and Financial Economics 4 Probability, Uncertainty and Quantitative Risk 3 Insurance Mathematics & Economics 3 Finance and Stochastics 2 Journal of Applied Probability 2 Stochastic Analysis and Applications 2 ASTIN Bulletin 2 Unitext 1 Advances in Applied Probability 1 Mitteilungen der Deutschen Mathematiker-Vereinigung (DMV) 1 The Annals of Applied Probability 1 Methods and Applications of Analysis 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Decisions in Economics and Finance 1 Stochastics 1 Probability and its Applications 1 EAA Series 1 Frontiers of Mathematical Finance all top 5 Fields 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 50 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 3 Systems theory; control (93-XX) 2 Functional analysis (46-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 49 Publications have been cited 752 times in 632 Documents Cited by ▼ Year ▼ Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 313 2008 An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044 Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi 53 2004 A general stochastic calculus approach to insider trading. Zbl 1093.60044 Biagini, Francesca; Øksendal, Bernt 42 2005 A unified approach to systemic risk measures via acceptance sets. Zbl 1411.91633 Biagini, Francesca; Fouque, Jean-pierre; Frittelli, Marco; Meyer-brandis, Thilo 42 2019 A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès 33 2002 Mean-variance hedging for stochastic volatility models. Zbl 1014.91039 Biagini, Francesca; Guasoni, Paolo; Pratelli, Maurizio 22 2000 Local risk minimization for defaultable markets. Zbl 1185.91092 Biagini, Francesca; Cretarola, Alessandra 21 2009 Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089 Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin 19 2014 Quadratic hedging methods for defaultable claims. Zbl 1142.91028 Biagini, Francesca; Cretarola, Alessandra 16 2007 Minimal variance hedging for insider trading. Zbl 1134.91397 Biagini, Francesca; Øksendal, Bernt 13 2006 Local risk-minimization for defaultable claims with recovery process. Zbl 1244.93152 Biagini, Francesca; Cretarola, Alessandra 13 2012 Local risk minimization and numéraire. Zbl 0993.91019 Biagini, F.; Pratelli, M. 9 1999 Polynomial diffusion models for life insurance liabilities. Zbl 1371.91081 Biagini, Francesca; Zhang, Yinglin 9 2016 Insider trading equilibrium in a market with memory. Zbl 1262.91156 Biagini, Francesca; Hu, Yaozhong; Meyer-Brandis, Thilo; Øksendal, Bernt 9 2012 On fairness of systemic risk measures. Zbl 1433.91188 Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo 8 2020 Risk-minimization for life insurance liabilities with basis risk. Zbl 1404.91136 Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene 7 2016 Hedging mortality claims with longevity bonds. Zbl 1346.91104 Biagini, Francesca; Rheinländer, Thorsten; Widenmann, Jan 7 2013 A fractional credit model with long range dependent default rate. Zbl 1268.91166 Biagini, Francesca; Fink, Holger; Klüppelberg, Claudia 7 2013 Risk-minimization for life insurance liabilities. Zbl 1278.62165 Biagini, Francesca; Schreiber, Irene 7 2013 Pricing of unemployment insurance products with doubly stochastic Markov chains. Zbl 1246.91050 Biagini, Francesca; Widenmann, Jan 6 2012 Pricing of catastrophe insurance options written on a loss index with reestimation. Zbl 1189.91067 Biagini, Francesca; Bregman, Yuliya; Meyer-Brandis, Thilo 6 2008 Asymptotics for operational risk quantified with expected shortfall. Zbl 1180.91161 Biagini, Francesca; Ulmer, Sascha 6 2009 A unified approach to xVA with CSA discounting and initial margin. Zbl 1476.91140 Biagini, Francesca; Gnoatto, Alessandro; Oliva, Immacolata 6 2021 Evaluating hybrid products: the interplay between financial and insurance markets. Zbl 1281.91098 Biagini, Francesca 6 2013 Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof 6 2018 The formation of financial bubbles in defaultable markets. Zbl 1343.60049 Biagini, Francesca; Nedelcu, Sorin 5 2015 Local risk-minimization under the benchmark approach. Zbl 1308.91157 Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard 5 2014 Intensity-based premium evaluation for unemployment insurance products. Zbl 1284.91207 Biagini, Francesca; Groll, Andreas; Widenmann, Jan 5 2013 Robust mean-variance hedging via \(G\)-expectation. Zbl 1478.60191 Biagini, Francesca; Mancin, Jacopo; Brandis, Thilo Meyer 5 2019 Minimal variance hedging for fractional Brownian motion. Zbl 1056.60033 Biagini, Francesca; Øksendal, Bernt 4 2003 Mean-variance hedging with random volatility jumps. Zbl 1035.91028 Biagini, Francesca; Guasoni, Paolo 4 2002 Reduced-form framework under model uncertainty. Zbl 1426.91286 Biagini, Francesca; Zhang, Yinglin 4 2019 Behavior of long-term yields in a Lévy term structure. Zbl 1292.91179 Biagini, Francesca; Härtel, Maximilian 4 2014 Long-term yield in an affine HJM framework on \(S_{d}^{+}\). Zbl 1416.91383 Biagini, Francesca; Gnoatto, Alessandro; Härtel, Maximilian 4 2018 Liquidity induced asset bubbles via flows of ELMMs. Zbl 1410.91437 Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo 3 2018 Financial asset price bubbles under model uncertainty. Zbl 1443.91305 Biagini, Francesca; Mancin, Jacopo 3 2017 On the timing option in a futures contract. Zbl 1186.91207 Biagini, Francesca; Björk, Tomas 2 2007 Mean-variance hedging for interest rate models with stochastic volatility. Zbl 1042.91035 Biagini, Francesca 2 2002 Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index \(H>1/2\). Zbl 1155.60014 Biagini, Francesca; Campanino, Massimo; Fuschini, Serena 2 2008 Pricing of catastrophe insurance options under immediate loss reestimation. Zbl 1148.91024 Biagini, Francesca; Bregman, Yuliya; Meyer-Brandis, Thilo 2 2008 Reduced-form setting under model uncertainty with non-linear affine intensities. Zbl 1490.91226 Biagini, Francesca; Oberpriller, Katharina 2 2021 Systemic optimal risk transfer equilibrium. Zbl 1461.91337 Biagini, Francesca; Doldi, Alessandro; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo 2 2021 Financial asset bubbles in banking networks. Zbl 1422.91798 Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo 2 2019 Credit contagion in a long range dependent macroeconomic factor model. Zbl 1237.91219 Biagini, Francesca; Fuschini, Serena; Klüppelberg, Claudia 1 2011 A quadratic approach to interest rates models in incomplete markets. Zbl 0976.91040 Biagini, Francesca 1 2001 Electricity futures price modeling with Lévy term structure models. Zbl 1337.91088 Biagini, Francesca; Bregman, Julia; Meyer-Brandis, Thilo 1 2015 Forward integrals and an Itô formula for fractional Brownian motion. Zbl 1149.60035 Biagini, Francesca; Øksendal, Bernt 1 2008 Money out of nothing? Principles and foundations of mathematical finance. (Money out of nothing? Prinzipien und Grundlagen der Finanzmathematik.) Zbl 1275.91116 Biagini, Francesca; Rost, Daniel 1 2013 Neural network approximation for superhedging prices. Zbl 1522.91263 Biagini, Francesca; Gonon, Lukas; Reitsam, Thomas 1 2023 Neural network approximation for superhedging prices. Zbl 1522.91263 Biagini, Francesca; Gonon, Lukas; Reitsam, Thomas 1 2023 A unified approach to xVA with CSA discounting and initial margin. Zbl 1476.91140 Biagini, Francesca; Gnoatto, Alessandro; Oliva, Immacolata 6 2021 Reduced-form setting under model uncertainty with non-linear affine intensities. Zbl 1490.91226 Biagini, Francesca; Oberpriller, Katharina 2 2021 Systemic optimal risk transfer equilibrium. Zbl 1461.91337 Biagini, Francesca; Doldi, Alessandro; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo 2 2021 On fairness of systemic risk measures. Zbl 1433.91188 Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo 8 2020 A unified approach to systemic risk measures via acceptance sets. Zbl 1411.91633 Biagini, Francesca; Fouque, Jean-pierre; Frittelli, Marco; Meyer-brandis, Thilo 42 2019 Robust mean-variance hedging via \(G\)-expectation. Zbl 1478.60191 Biagini, Francesca; Mancin, Jacopo; Brandis, Thilo Meyer 5 2019 Reduced-form framework under model uncertainty. Zbl 1426.91286 Biagini, Francesca; Zhang, Yinglin 4 2019 Financial asset bubbles in banking networks. Zbl 1422.91798 Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo 2 2019 Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof 6 2018 Long-term yield in an affine HJM framework on \(S_{d}^{+}\). Zbl 1416.91383 Biagini, Francesca; Gnoatto, Alessandro; Härtel, Maximilian 4 2018 Liquidity induced asset bubbles via flows of ELMMs. Zbl 1410.91437 Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo 3 2018 Financial asset price bubbles under model uncertainty. Zbl 1443.91305 Biagini, Francesca; Mancin, Jacopo 3 2017 Polynomial diffusion models for life insurance liabilities. Zbl 1371.91081 Biagini, Francesca; Zhang, Yinglin 9 2016 Risk-minimization for life insurance liabilities with basis risk. Zbl 1404.91136 Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene 7 2016 The formation of financial bubbles in defaultable markets. Zbl 1343.60049 Biagini, Francesca; Nedelcu, Sorin 5 2015 Electricity futures price modeling with Lévy term structure models. Zbl 1337.91088 Biagini, Francesca; Bregman, Julia; Meyer-Brandis, Thilo 1 2015 Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089 Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin 19 2014 Local risk-minimization under the benchmark approach. Zbl 1308.91157 Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard 5 2014 Behavior of long-term yields in a Lévy term structure. Zbl 1292.91179 Biagini, Francesca; Härtel, Maximilian 4 2014 Hedging mortality claims with longevity bonds. Zbl 1346.91104 Biagini, Francesca; Rheinländer, Thorsten; Widenmann, Jan 7 2013 A fractional credit model with long range dependent default rate. Zbl 1268.91166 Biagini, Francesca; Fink, Holger; Klüppelberg, Claudia 7 2013 Risk-minimization for life insurance liabilities. Zbl 1278.62165 Biagini, Francesca; Schreiber, Irene 7 2013 Evaluating hybrid products: the interplay between financial and insurance markets. Zbl 1281.91098 Biagini, Francesca 6 2013 Intensity-based premium evaluation for unemployment insurance products. Zbl 1284.91207 Biagini, Francesca; Groll, Andreas; Widenmann, Jan 5 2013 Money out of nothing? Principles and foundations of mathematical finance. (Money out of nothing? Prinzipien und Grundlagen der Finanzmathematik.) Zbl 1275.91116 Biagini, Francesca; Rost, Daniel 1 2013 Local risk-minimization for defaultable claims with recovery process. Zbl 1244.93152 Biagini, Francesca; Cretarola, Alessandra 13 2012 Insider trading equilibrium in a market with memory. Zbl 1262.91156 Biagini, Francesca; Hu, Yaozhong; Meyer-Brandis, Thilo; Øksendal, Bernt 9 2012 Pricing of unemployment insurance products with doubly stochastic Markov chains. Zbl 1246.91050 Biagini, Francesca; Widenmann, Jan 6 2012 Credit contagion in a long range dependent macroeconomic factor model. Zbl 1237.91219 Biagini, Francesca; Fuschini, Serena; Klüppelberg, Claudia 1 2011 Local risk minimization for defaultable markets. Zbl 1185.91092 Biagini, Francesca; Cretarola, Alessandra 21 2009 Asymptotics for operational risk quantified with expected shortfall. Zbl 1180.91161 Biagini, Francesca; Ulmer, Sascha 6 2009 Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 313 2008 Pricing of catastrophe insurance options written on a loss index with reestimation. Zbl 1189.91067 Biagini, Francesca; Bregman, Yuliya; Meyer-Brandis, Thilo 6 2008 Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index \(H>1/2\). Zbl 1155.60014 Biagini, Francesca; Campanino, Massimo; Fuschini, Serena 2 2008 Pricing of catastrophe insurance options under immediate loss reestimation. Zbl 1148.91024 Biagini, Francesca; Bregman, Yuliya; Meyer-Brandis, Thilo 2 2008 Forward integrals and an Itô formula for fractional Brownian motion. Zbl 1149.60035 Biagini, Francesca; Øksendal, Bernt 1 2008 Quadratic hedging methods for defaultable claims. Zbl 1142.91028 Biagini, Francesca; Cretarola, Alessandra 16 2007 On the timing option in a futures contract. Zbl 1186.91207 Biagini, Francesca; Björk, Tomas 2 2007 Minimal variance hedging for insider trading. Zbl 1134.91397 Biagini, Francesca; Øksendal, Bernt 13 2006 A general stochastic calculus approach to insider trading. Zbl 1093.60044 Biagini, Francesca; Øksendal, Bernt 42 2005 An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044 Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi 53 2004 Minimal variance hedging for fractional Brownian motion. Zbl 1056.60033 Biagini, Francesca; Øksendal, Bernt 4 2003 A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès 33 2002 Mean-variance hedging with random volatility jumps. Zbl 1035.91028 Biagini, Francesca; Guasoni, Paolo 4 2002 Mean-variance hedging for interest rate models with stochastic volatility. Zbl 1042.91035 Biagini, Francesca 2 2002 A quadratic approach to interest rates models in incomplete markets. Zbl 0976.91040 Biagini, Francesca 1 2001 Mean-variance hedging for stochastic volatility models. Zbl 1014.91039 Biagini, Francesca; Guasoni, Paolo; Pratelli, Maurizio 22 2000 Local risk minimization and numéraire. Zbl 0993.91019 Biagini, F.; Pratelli, M. 9 1999 all cited Publications top 5 cited Publications all top 5 Cited by 960 Authors 32 Biagini, Francesca 26 Yan, Litan 13 Hu, Yaozhong 12 Meyer-Brandis, Thilo 10 Alpay, Daniel Aron 10 Øksendal, Bernt Karsten 10 Zeng, Caibin 9 Cretarola, Alessandra 8 Fan, Xiliang 8 Protter, Philip Elliott 8 Rudloff, Birgit 8 Shen, Guangjun 7 Feinstein, Zachary 7 Nguyen Huy Tuan 7 Xu, Yong 6 Bender, Christian 6 Ceci, Claudia 6 Frittelli, Marco 6 Mazzon, Andrea 6 Mishura, Yuliya Stepanivna 6 Pei, Bin 6 Thach, Tran Ngoc 6 Yang, Qigui 5 Chen, Yangquan 5 Fouque, Jean-Pierre 5 Gnoatto, Alessandro 5 Jørgensen, Palle E. T. 5 Lakhel, El Hassan 5 Sun, Xichao 5 Wang, Xiangjun 5 Wu, Jianglun 5 Yu, Xianye 5 Zhou, Yonghui 4 Ararat, Çağın 4 Bourguin, Solesne 4 Caraballo Garrido, Tomás 4 Chala, Adel 4 Colaneri, Katia 4 Di Nunno, Giulia 4 Doldi, Alessandro 4 Heß, Markus 4 Kim, Yoontae 4 Larsson, Martin 4 Lebovits, Joachim 4 Lee, Kiseop 4 Levanony, David 4 Li, Zhi 4 Nualart, David 4 Oberpriller, Katharina 4 Viitasaari, Lauri 4 Wang, Falei 4 Wang, Wensheng 3 Anh, Vo V. 3 Benth, Fred Espen 3 Bo, Lijun 3 Bock, Wolfgang 3 Černý, Aleš 3 Chechkin, Aleksei V. 3 Chen, Chao 3 Cuchiero, Christa 3 da Silva, José Luís 3 Detering, Nils 3 Draouil, Olfa 3 Duan, Jinqiao 3 Filipović, Damir 3 Grecksch, Wilfried 3 Guo, Qian 3 Han, Jingqi 3 He, Jie 3 Huang, Jianhua 3 Hughston, Lane P. 3 Inahama, Yuzuru 3 Khodabin, Morteza 3 Kleptsyna, Marina L. 3 Lévy Véhel, Jacques 3 Okhrati, Ramin 3 Panagiotou, Konstantinos D. 3 Platen, Eckhard 3 Ritter, Daniel 3 Rosazza Gianin, Emanuela 3 Shevchenko, Georgiy M. 3 Sottinen, Tommi 3 Spiliopoulos, Konstantinos V. 3 Stojanović, Mirjana N. 3 Stone, Henry 3 Sun, Yifang 3 Taqqu, Murad S. 3 Tudor, Ciprian A. 3 Vandaele, Nele 3 Vanmaele, Michèle 3 Vas’kovskiĭ, Maksim Mikhaĭlovich 3 Wang, Wei 3 Weber, Stefan 3 Xiao, Kai 3 Yang, Xiaoyuan 3 Yin, Xiuwei 3 Zhang, Yinglin 2 Abouagwa, Mahmoud 2 Attia, Haim 2 Avazzadeh, Zakieh ...and 860 more Authors all top 5 Cited in 189 Serials 34 Stochastic Processes and their Applications 24 Stochastics 24 SIAM Journal on Financial Mathematics 19 Insurance Mathematics & Economics 19 International Journal of Theoretical and Applied Finance 16 Stochastic Analysis and Applications 15 Advances in Difference Equations 13 Stochastics and Dynamics 13 Mathematics and Financial Economics 12 Mathematical Finance 11 Statistics & Probability Letters 11 Journal of Theoretical Probability 11 Infinite Dimensional Analysis, Quantum Probability and Related Topics 10 Advances in Applied Probability 10 Bernoulli 10 Quantitative Finance 9 Applied Mathematics and Optimization 8 The Annals of Applied Probability 8 Finance and Stochastics 8 Fractional Calculus & Applied Analysis 7 Physica A 7 Chaos, Solitons and Fractals 7 Journal of Applied Probability 7 Journal of Computational and Applied Mathematics 6 Journal of Mathematical Analysis and Applications 6 Communications in Statistics. Theory and Methods 6 Theory of Probability and Mathematical Statistics 6 Random Operators and Stochastic Equations 6 Applied Mathematical Finance 6 Acta Mathematica Scientia. Series B. (English Edition) 5 Applied Mathematics and Computation 5 European Journal of Operational Research 5 Potential Analysis 5 Methodology and Computing in Applied Probability 5 Journal of Systems Science and Complexity 4 The Annals of Probability 4 Journal of Mathematical Sciences (New York) 4 Abstract and Applied Analysis 4 Communications in Nonlinear Science and Numerical Simulation 4 Differential Equations 4 Discrete and Continuous Dynamical Systems. Series B 4 Mediterranean Journal of Mathematics 4 Journal of Industrial and Management Optimization 4 Frontiers of Mathematics in China 4 Journal of Physics A: Mathematical and Theoretical 4 Science China. Mathematics 4 Probability, Uncertainty and Quantitative Risk 3 Proceedings of the American Mathematical Society 3 SIAM Journal on Control and Optimization 3 Optimal Control Applications & Methods 3 Acta Mathematicae Applicatae Sinica. English Series 3 Mathematical Problems in Engineering 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Nonlinear Dynamics 3 Decisions in Economics and Finance 3 Journal of the Korean Statistical Society 3 Afrika Matematika 3 Annals of Finance 3 Statistics & Risk Modeling 2 Journal of Statistical Physics 2 Mathematical Methods in the Applied Sciences 2 Theory of Probability and its Applications 2 BIT 2 Journal of Optimization Theory and Applications 2 Acta Applicandae Mathematicae 2 Probability Theory and Related Fields 2 Journal of Economic Dynamics & Control 2 Applied Mathematics Letters 2 Queueing Systems 2 International Journal of Computer Mathematics 2 Journal of Dynamics and Differential Equations 2 Filomat 2 Bulletin des Sciences Mathématiques 2 Mathematical Methods of Operations Research 2 Journal of Inequalities and Applications 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 ASTIN Bulletin 2 North American Actuarial Journal 2 Journal of Statistical Mechanics: Theory and Experiment 2 Advances in Mathematical Physics 2 International Journal of Stochastic Analysis 2 European Actuarial Journal 2 Journal of Mathematical Extension 2 Communications in Mathematics and Statistics 2 Modern Stochastics. Theory and Applications 2 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 AIMS Mathematics 2 Frontiers of Mathematical Finance 1 International Journal of Modern Physics B 1 Biological Cybernetics 1 Computers & Mathematics with Applications 1 Journal of the Franklin Institute 1 Letters in Mathematical Physics 1 Lithuanian Mathematical Journal 1 Problems of Information Transmission 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Czechoslovak Mathematical Journal 1 Journal of Differential Equations 1 Journal of Econometrics 1 Journal of Multivariate Analysis ...and 89 more Serials all top 5 Cited in 35 Fields 500 Probability theory and stochastic processes (60-XX) 264 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 69 Systems theory; control (93-XX) 58 Statistics (62-XX) 49 Ordinary differential equations (34-XX) 47 Partial differential equations (35-XX) 46 Numerical analysis (65-XX) 28 Real functions (26-XX) 28 Calculus of variations and optimal control; optimization (49-XX) 16 Dynamical systems and ergodic theory (37-XX) 15 Functional analysis (46-XX) 15 Operator theory (47-XX) 13 Operations research, mathematical programming (90-XX) 10 Integral equations (45-XX) 9 Computer science (68-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 Biology and other natural sciences (92-XX) 4 Measure and integration (28-XX) 4 Special functions (33-XX) 4 Difference and functional equations (39-XX) 4 Fluid mechanics (76-XX) 3 History and biography (01-XX) 3 Approximations and expansions (41-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Combinatorics (05-XX) 2 Functions of a complex variable (30-XX) 2 Integral transforms, operational calculus (44-XX) 2 Mechanics of particles and systems (70-XX) 2 Quantum theory (81-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year