## Dai Pra, Paolo

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 Author ID: dai-pra.paolo Published as: Dai Pra, Paolo; Pra, Paolo Dai; Dai Pra, P. more...less Homepage: http://www.math.unipd.it/~daipra/Paolo%20Dai%20Pra.html External Links: MGP · ORCID · GND
 Documents Indexed: 77 Publications since 1988, including 2 Books Co-Authors: 50 Co-Authors with 70 Joint Publications 888 Co-Co-Authors
all top 5

### Co-Authors

 7 single-authored 7 Asselah, Amine 7 Posta, Gustavo 6 Minelli, Ida Germana 6 Runggaldier, Wolfgang J. 6 Tolotti, Marco 5 Fischer, Markus 5 Formentin, Marco 5 Louis, Pierre-Yves 5 Pavon, Michele 5 Roelly, Sylvie 5 Sartori, Elena 4 Albertini, Francesca 4 Rudari, Cristina 3 Andreis, Luisa 3 Caravenna, Francesco 3 Collet, Francesca 3 Pelino, Guglielmo 2 Caputo, Pietro 2 Colombo, Giovanni 2 Crimaldi, Irene 2 Di Masi, Giovanni B. 2 Meneghini, Lorenzo 2 Regoli, Daniele 2 Sahasrabudhe, Neeraja 2 Scoppola, Benedetto 2 Scoppola, Elisabetta 2 Tovazzi, Daniele 2 Trivellato, Barbara 1 Andreoli, Alessandro 1 Berger, Quentin 1 Borile, Claudio 1 Boudou, Anne-Severine 1 Cattiaux, Patrick 1 Cecchin, Alekos 1 Cerf, Raphaël 1 Chignola, Roberto 1 Conforti, Giovanni 1 den Hollander, Frank 1 Giacomin, Giambattista 1 Křivan, Vlastimil 1 Lebowitz, Joel Louis 1 Maritan, Amos 1 Morato, Laura M. 1 Mounaix, Philippe 1 Paganoni, Anna Maria 1 Pigato, Paolo 1 Prior, Chiara 1 Siri, Paola 1 Vrkoč, Ivo 1 Zessin, Hans N.
all top 5

### Serials

 10 Journal of Statistical Physics 9 Stochastic Processes and their Applications 4 The Annals of Probability 4 SIAM Journal on Control and Optimization 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 MCSS. Mathematics of Control, Signals, and Systems 3 Electronic Journal of Probability 2 Applied Mathematics and Optimization 2 IEEE Transactions on Automatic Control 2 Systems & Control Letters 2 Markov Processes and Related Fields 2 Unitext 1 Advances in Applied Probability 1 Communications on Pure and Applied Mathematics 1 Letters in Mathematical Physics 1 Bulletin of Mathematical Biology 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Rendiconti del Seminario Matematico della Università di Padova 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Bollettino della Unione Matemàtica Italiana. Serie VII. B 1 Stochastics and Stochastics Reports 1 NoDEA. Nonlinear Differential Equations and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Mathematical Methods of Operations Research 1 Entropy 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics and Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Dynamic Games and Applications
all top 5

### Fields

 58 Probability theory and stochastic processes (60-XX) 24 Statistical mechanics, structure of matter (82-XX) 19 Systems theory; control (93-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Biology and other natural sciences (92-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Statistics (62-XX) 3 Computer science (68-XX) 3 Quantum theory (81-XX) 3 Operations research, mathematical programming (90-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 2 Convex and discrete geometry (52-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

59 Publications have been cited 520 times in 377 Documents Cited by Year
McKean-Vlasov limit for interacting random processes in random media. Zbl 1081.60554
Dai Pra, Paolo; den Hollander, Frank
1996
Connections between stochastic control and dynamic games. Zbl 0874.93096
Pra, Paolo Dai; Meneghini, Lorenzo; Runggaldier, Wolfgang J.
1996
Large portfolio losses: A dynamic contagion model. Zbl 1159.60353
Pra, Paolo Dai; Runggaldier, Wolfgang J.; Sartori, Elena; Tolotti, Marco
2009
A stochastic control approach to reciprocal diffusion processes. Zbl 0728.93079
Dai Pra, Paolo
1991
Convex entropy decay via the Bochner-Bakry-Emery approach. Zbl 1181.60142
Caputo, Pietro; Pra, Paolo Dai; Posta, Gustavo
2009
Entropy inequalities for unbounded spin systems. Zbl 1013.60076
Dai Pra, Paolo; Paganoni, Anna Maria; Posta, Gustavo
2002
McKean-Vlasov limit for interacting systems with simultaneous jumps. Zbl 1420.60042
Andreis, Luisa; Dai Pra, Paolo; Fischer, Markus
2018
Spectral gap estimates for interacting particle systems via a Bochner-type identity. Zbl 1087.60071
Boudou, Anne-Severine; Caputo, Pietro; Dai Pra, Paolo; Posta, Gustavo
2006
On the convergence problem in mean field games: a two state model without uniqueness. Zbl 1426.91025
Cecchin, Alekos; Pra, Paolo Dai; Fischer, Markus; Pelino, Guglielmo
2019
Sampling from a Gibbs measure with pair interaction by means of PCA. Zbl 1264.82080
Dai Pra, Paolo; Scoppola, Benedetto; Scoppola, Elisabetta
2012
Heterogeneous credit portfolios and the dynamics of the aggregate losses. Zbl 1187.91203
Pra, Paolo Dai; Tolotti, Marco
2009
A Curie-Weiss model with dissipation. Zbl 1281.82023
Pra, Paolo Dai; Fischer, Markus; Regoli, Daniele
2013
The role of disorder in the dynamics of critical fluctuations of mean field models. Zbl 1245.60091
Collet, Francesca; Pra, Paolo Dai
2012
Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090
Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie
2002
Collective periodicity in mean-field models of cooperative behavior. Zbl 1325.60154
Collet, Francesca; Dai Pra, Paolo; Formentin, Marco
2015
Fluctuation theorems for synchronization of interacting Pólya’s urns. Zbl 1333.60201
Crimaldi, Irene; Dai Pra, Paolo; Minelli, Ida Germana
2016
Quasi-stationary measures for conservative dynamics in the infinite lattice. Zbl 1018.60092
Asselah, Amine; Dai Pra, Paolo
2001
Synchronization via interacting reinforcement. Zbl 1305.60105
Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida G.
2014
Fast mixing for the low temperature 2D Ising model through irreversible parallel dynamics. Zbl 1317.82027
Dai Pra, Paolo; Scoppola, Benedetto; Scoppola, Elisabetta
2015
Pathwise optimality in stochastic control. Zbl 0983.93076
Dai Pra, Paolo; Di Masi, Giovanni B.; Trivellato, Barbara
2001
Logarithmic Sobolev inequality for zero-range dynamics. Zbl 1099.60068
Dai Pra, Paolo; Posta, Gustavo
2005
A Gibbs variational principle in space-time for infinite-dimensional diffusions. Zbl 0998.60092
Dai Pra, Paolo; Roelly, Sylvie; Zessin, Hans
2002
Large deviations and stationary measures for interacting particle systems. Zbl 0789.60020
Dai Pra, Paolo
1993
A simple mean field model for social interactions: dynamics, fluctuations, criticality. Zbl 1197.82082
Collet, Francesca; Dai Pra, Paolo; Sartori, Elena
2010
Synchronization and functional central limit theorems for interacting reinforced random walks. Zbl 1404.60044
Crimaldi, Irene; Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida G.
2019
Forward accessibility for recurrent neural networks. Zbl 0856.93012
Albertini, Francesca; Pra, Paolo Dai
1995
Space-time large deviations for interacting particle systems. Zbl 0797.60028
Dai Pra, Paolo
1993
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles. Zbl 1109.60080
Dai Pra, Paolo; Posta, Gustavo
2005
Entropy decay for interacting systems via the Bochner-Bakry-Émery approach. Zbl 1286.60097
Pra, Paolo Dai; Posta, Gustavo
2013
Explicit solutions for multivariate, discrete-time control problems under uncertainty. Zbl 0909.93042
Dai Pra, Paolo; Meneghini, L.; Runggaldier, Wolfgang J.
1998
Strategic interaction in trend-driven dynamics. Zbl 1304.91160
Dai Pra, Paolo; Sartori, Elena; Tolotti, Marco
2013
Scaling and multiscaling in financial series: a simple model. Zbl 1271.91054
Andreoli, Alessandro; Caravenna, Francesco; Dai Pra, Paolo; Posta, Gustavo
2012
An existence result for infinite-dimensional Brownian diffusions with non-regular and non-Markovian drift. Zbl 1057.60076
Dai Pra, P.; Rœlly, S.
2004
Time to absorption for a heterogeneous neutral competition model. Zbl 1300.60109
Borile, Claudio; Pra, Paolo Dai; Fischer, Markus; Formentin, Marco; Maritan, Amos
2014
Stochastic mean-field dynamics and applications to life sciences. Zbl 1442.82018
Dai Pra, Paolo
2019
The dynamics of critical fluctuations in asymmetric Curie-Weiss models. Zbl 1409.60141
Dai Pra, Paolo; Tovazzi, Daniele
2019
Pathwise optimality for benchmark tracking. Zbl 1366.91167
Dai Pra, Paolo; Runggaldier, Wolfgang J.; Tolotti, Marco
2004
A constructive approach to a class of ergodic HJB equations with unbounded and nonsmooth cost. Zbl 1179.47039
Cattiaux, Patrick; Pra, Paolo Dai; Rœlly, Sylvie
2008
First occurrence time of a large density fluctuation for a system of independent random walks. Zbl 0982.60036
Asselah, Amine; Dai Pra, Paolo
2000
On the Markov processes of Schrödinger, the Feynman-Kac formula and stochastic control. Zbl 0726.60066
Dai Pra, Paolo; Pavon, Michele
1990
Small parameter limit for discrete-time partially observed risk-sensitive control problems. Zbl 0922.93050
Albertini, Francesca; Dai Pra, Paolo
1999
Small parameter limit for ergodic, discrete-time, partially observed, risk-sensitive control problems. Zbl 0977.93082
Albertini, Francesca; Pra, Paolo Dai; Prior, Chiara
2001
Diffusion effects on the breakdown of a linear amplifier model driven by the square of a Gaussian field. Zbl 0989.82026
Asselah, A.; Dai Pra, P.; Lebowitz, J. L.; Mounaix, Ph.
2001
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon. Zbl 0951.93076
Dai Pra, P.; Di Masi, G. B.; Trivellato, B.
1999
Sharp estimates for the occurrence time of rare events for symmetric simple exclusion. Zbl 0942.60094
Asselah, Amine; Dai Pra, Paolo
1997
Realizable monotonicity for continuous-time Markov processes. Zbl 1200.60064
Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida Germana
2010
Noise-induced periodicity: some stochastic models for complex biological systems. Zbl 1425.92091
Pra, Paolo Dai; Giacomin, Giambattista; Regoli, Daniele
2014
Reciprocal class of jump processes. Zbl 1432.60053
Conforti, Giovanni; Dai Pra, Paolo; Rœlly, Sylvie
2017
On dynamic programming for sequential decision problems under a general form of uncertainty. Zbl 0880.90133
Dai Pra, Paolo; Runggaldier, Wolfgang J.; Rudari, Cristina
1997
Occurrence of rare events in ergodic interacting spin systems. Zbl 0890.60089
Asselah, Amine; Dai Pra, Paolo
1997
A note on the geometric interpretation of Bell’s inequalities. Zbl 1275.52013
Dai Pra, Paolo; Pavon, Michele; Sahasrabudhe, Neeraja
2013
A class of piecewise deterministic Markov processes. Zbl 0986.60067
Colombo, G.; Dai Pra, P.
2001
Detecting nonergodicity in continuous-time spin systems. Zbl 0839.60101
Dai Pra, Paolo
1994
Oscillatory behavior in a model of non-Markovian mean field interacting spins. Zbl 1434.60258
Pra, Paolo Dai; Formentin, Marco; Pelino, Guglielmo
2020
Climb on the bandwagon: consensus and periodicity in a lifetime utility model with strategic interactions. Zbl 1431.91026
Dai Pra, Paolo; Sartori, Elena; Tolotti, Marco
2019
Hitting times for special patterns in the symmetric exclusion process on $$\mathbb{Z}^d$$. Zbl 1067.60096
Asselah, Amine; Dai Pra, Paolo
2004
Multi-scaling of moments in stochastic volatility models. Zbl 1338.60120
Dai Pra, P.; Pigato, P.
2015
Simultaneous jumps in interacting particle systems: from neuronal networks to a general framework. Zbl 1401.92022
Andreis, Luisa; Dai Pra, Paolo; Fischer, Markus
2018
Variational path-integral representations for the density of a diffusion process. Zbl 0672.60075
Dai Pra, Paolo; Pavon, Michele
1989
Oscillatory behavior in a model of non-Markovian mean field interacting spins. Zbl 1434.60258
Pra, Paolo Dai; Formentin, Marco; Pelino, Guglielmo
2020
On the convergence problem in mean field games: a two state model without uniqueness. Zbl 1426.91025
Cecchin, Alekos; Pra, Paolo Dai; Fischer, Markus; Pelino, Guglielmo
2019
Synchronization and functional central limit theorems for interacting reinforced random walks. Zbl 1404.60044
Crimaldi, Irene; Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida G.
2019
Stochastic mean-field dynamics and applications to life sciences. Zbl 1442.82018
Dai Pra, Paolo
2019
The dynamics of critical fluctuations in asymmetric Curie-Weiss models. Zbl 1409.60141
Dai Pra, Paolo; Tovazzi, Daniele
2019
Climb on the bandwagon: consensus and periodicity in a lifetime utility model with strategic interactions. Zbl 1431.91026
Dai Pra, Paolo; Sartori, Elena; Tolotti, Marco
2019
McKean-Vlasov limit for interacting systems with simultaneous jumps. Zbl 1420.60042
Andreis, Luisa; Dai Pra, Paolo; Fischer, Markus
2018
Simultaneous jumps in interacting particle systems: from neuronal networks to a general framework. Zbl 1401.92022
Andreis, Luisa; Dai Pra, Paolo; Fischer, Markus
2018
Reciprocal class of jump processes. Zbl 1432.60053
Conforti, Giovanni; Dai Pra, Paolo; Rœlly, Sylvie
2017
Fluctuation theorems for synchronization of interacting Pólya’s urns. Zbl 1333.60201
Crimaldi, Irene; Dai Pra, Paolo; Minelli, Ida Germana
2016
Collective periodicity in mean-field models of cooperative behavior. Zbl 1325.60154
Collet, Francesca; Dai Pra, Paolo; Formentin, Marco
2015
Fast mixing for the low temperature 2D Ising model through irreversible parallel dynamics. Zbl 1317.82027
Dai Pra, Paolo; Scoppola, Benedetto; Scoppola, Elisabetta
2015
Multi-scaling of moments in stochastic volatility models. Zbl 1338.60120
Dai Pra, P.; Pigato, P.
2015
Synchronization via interacting reinforcement. Zbl 1305.60105
Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida G.
2014
Time to absorption for a heterogeneous neutral competition model. Zbl 1300.60109
Borile, Claudio; Pra, Paolo Dai; Fischer, Markus; Formentin, Marco; Maritan, Amos
2014
Noise-induced periodicity: some stochastic models for complex biological systems. Zbl 1425.92091
Pra, Paolo Dai; Giacomin, Giambattista; Regoli, Daniele
2014
A Curie-Weiss model with dissipation. Zbl 1281.82023
Pra, Paolo Dai; Fischer, Markus; Regoli, Daniele
2013
Entropy decay for interacting systems via the Bochner-Bakry-Émery approach. Zbl 1286.60097
Pra, Paolo Dai; Posta, Gustavo
2013
Strategic interaction in trend-driven dynamics. Zbl 1304.91160
Dai Pra, Paolo; Sartori, Elena; Tolotti, Marco
2013
A note on the geometric interpretation of Bell’s inequalities. Zbl 1275.52013
Dai Pra, Paolo; Pavon, Michele; Sahasrabudhe, Neeraja
2013
Sampling from a Gibbs measure with pair interaction by means of PCA. Zbl 1264.82080
Dai Pra, Paolo; Scoppola, Benedetto; Scoppola, Elisabetta
2012
The role of disorder in the dynamics of critical fluctuations of mean field models. Zbl 1245.60091
Collet, Francesca; Pra, Paolo Dai
2012
Scaling and multiscaling in financial series: a simple model. Zbl 1271.91054
Andreoli, Alessandro; Caravenna, Francesco; Dai Pra, Paolo; Posta, Gustavo
2012
A simple mean field model for social interactions: dynamics, fluctuations, criticality. Zbl 1197.82082
Collet, Francesca; Dai Pra, Paolo; Sartori, Elena
2010
Realizable monotonicity for continuous-time Markov processes. Zbl 1200.60064
Pra, Paolo Dai; Louis, Pierre-Yves; Minelli, Ida Germana
2010
Large portfolio losses: A dynamic contagion model. Zbl 1159.60353
Pra, Paolo Dai; Runggaldier, Wolfgang J.; Sartori, Elena; Tolotti, Marco
2009
Convex entropy decay via the Bochner-Bakry-Emery approach. Zbl 1181.60142
Caputo, Pietro; Pra, Paolo Dai; Posta, Gustavo
2009
Heterogeneous credit portfolios and the dynamics of the aggregate losses. Zbl 1187.91203
Pra, Paolo Dai; Tolotti, Marco
2009
A constructive approach to a class of ergodic HJB equations with unbounded and nonsmooth cost. Zbl 1179.47039
Cattiaux, Patrick; Pra, Paolo Dai; Rœlly, Sylvie
2008
Spectral gap estimates for interacting particle systems via a Bochner-type identity. Zbl 1087.60071
Boudou, Anne-Severine; Caputo, Pietro; Dai Pra, Paolo; Posta, Gustavo
2006
Logarithmic Sobolev inequality for zero-range dynamics. Zbl 1099.60068
Dai Pra, Paolo; Posta, Gustavo
2005
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles. Zbl 1109.60080
Dai Pra, Paolo; Posta, Gustavo
2005
An existence result for infinite-dimensional Brownian diffusions with non-regular and non-Markovian drift. Zbl 1057.60076
Dai Pra, P.; Rœlly, S.
2004
Pathwise optimality for benchmark tracking. Zbl 1366.91167
Dai Pra, Paolo; Runggaldier, Wolfgang J.; Tolotti, Marco
2004
Hitting times for special patterns in the symmetric exclusion process on $$\mathbb{Z}^d$$. Zbl 1067.60096
Asselah, Amine; Dai Pra, Paolo
2004
Entropy inequalities for unbounded spin systems. Zbl 1013.60076
Dai Pra, Paolo; Paganoni, Anna Maria; Posta, Gustavo
2002
Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090
Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie
2002
A Gibbs variational principle in space-time for infinite-dimensional diffusions. Zbl 0998.60092
Dai Pra, Paolo; Roelly, Sylvie; Zessin, Hans
2002
Quasi-stationary measures for conservative dynamics in the infinite lattice. Zbl 1018.60092
Asselah, Amine; Dai Pra, Paolo
2001
Pathwise optimality in stochastic control. Zbl 0983.93076
Dai Pra, Paolo; Di Masi, Giovanni B.; Trivellato, Barbara
2001
Small parameter limit for ergodic, discrete-time, partially observed, risk-sensitive control problems. Zbl 0977.93082
Albertini, Francesca; Pra, Paolo Dai; Prior, Chiara
2001
Diffusion effects on the breakdown of a linear amplifier model driven by the square of a Gaussian field. Zbl 0989.82026
Asselah, A.; Dai Pra, P.; Lebowitz, J. L.; Mounaix, Ph.
2001
A class of piecewise deterministic Markov processes. Zbl 0986.60067
Colombo, G.; Dai Pra, P.
2001
First occurrence time of a large density fluctuation for a system of independent random walks. Zbl 0982.60036
Asselah, Amine; Dai Pra, Paolo
2000
Small parameter limit for discrete-time partially observed risk-sensitive control problems. Zbl 0922.93050
Albertini, Francesca; Dai Pra, Paolo
1999
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon. Zbl 0951.93076
Dai Pra, P.; Di Masi, G. B.; Trivellato, B.
1999
Explicit solutions for multivariate, discrete-time control problems under uncertainty. Zbl 0909.93042
Dai Pra, Paolo; Meneghini, L.; Runggaldier, Wolfgang J.
1998
Sharp estimates for the occurrence time of rare events for symmetric simple exclusion. Zbl 0942.60094
Asselah, Amine; Dai Pra, Paolo
1997
On dynamic programming for sequential decision problems under a general form of uncertainty. Zbl 0880.90133
Dai Pra, Paolo; Runggaldier, Wolfgang J.; Rudari, Cristina
1997
Occurrence of rare events in ergodic interacting spin systems. Zbl 0890.60089
Asselah, Amine; Dai Pra, Paolo
1997
McKean-Vlasov limit for interacting random processes in random media. Zbl 1081.60554
Dai Pra, Paolo; den Hollander, Frank
1996
Connections between stochastic control and dynamic games. Zbl 0874.93096
Pra, Paolo Dai; Meneghini, Lorenzo; Runggaldier, Wolfgang J.
1996
Forward accessibility for recurrent neural networks. Zbl 0856.93012
Albertini, Francesca; Pra, Paolo Dai
1995
Detecting nonergodicity in continuous-time spin systems. Zbl 0839.60101
Dai Pra, Paolo
1994
Large deviations and stationary measures for interacting particle systems. Zbl 0789.60020
Dai Pra, Paolo
1993
Space-time large deviations for interacting particle systems. Zbl 0797.60028
Dai Pra, Paolo
1993
A stochastic control approach to reciprocal diffusion processes. Zbl 0728.93079
Dai Pra, Paolo
1991
On the Markov processes of Schrödinger, the Feynman-Kac formula and stochastic control. Zbl 0726.60066
Dai Pra, Paolo; Pavon, Michele
1990
Variational path-integral representations for the density of a diffusion process. Zbl 0672.60075
Dai Pra, Paolo; Pavon, Michele
1989
all top 5

### Cited by 498 Authors

 30 Dai Pra, Paolo 10 Pavon, Michele 9 Scoppola, Benedetto 9 Spiliopoulos, Konstantinos V. 8 Collet, Francesca 8 Luçon, Eric 8 Posta, Gustavo 8 Tolotti, Marco 8 Ugrinovskii, Valery A. 7 Caputo, Pietro 7 Crimaldi, Irene 7 Giacomin, Giambattista 7 Louis, Pierre-Yves 7 Petersen, Ian Richard 7 Sartori, Elena 6 Asselah, Amine 6 Chen, Yongxin 6 Conforti, Giovanni 6 Georgiou, Tryphon T. 6 Kraaij, Richard Clemens 6 Li, Juan 5 Aletti, Giacomo 5 Bertini, Lorenzo Bertini 5 Delarue, François 5 Formentin, Marco 5 Külske, Christof 5 Mikami, Toshio 5 Minelli, Ida Germana 5 Nardi, Francesca Romana 5 Poquet, Christophe 5 Scoppola, Elisabetta 5 Toninelli, Cristina 5 Troiani, Alessio 4 Bo, Lijun 4 Cancrini, Nicoletta 4 Capponi, Agostino 4 Cecchin, Alekos 4 Charalambous, Charalambos D. 4 Erbar, Matthias 4 Ghiglietti, Andrea 4 Giesecke, Kay 4 Hartmann, Carsten 4 Jüngel, Ansgar 4 Kara, Ali Devran 4 Maas, Jan 4 Martinelli, Fabio 4 Salez, Justin 4 Sirignano, Justin A. 4 Tetali, Prasad 4 Yüksel, Serdar 3 Bayraktar, Erhan 3 Capel, Ángela 3 Cirillo, Emilio Nicola Maria 3 D’Autilia, Roberto 3 Fathi, Max 3 Fischer, Markus 3 Gao, Fuqing 3 Hao, Tao 3 Hermon, Jonathan 3 Jahnel, Benedikt 3 Löcherbach, Eva 3 Lucia, Angelo 3 Pelino, Guglielmo 3 Redig, Frank 3 Reis, Guilherme H. 3 Roberto, Cyril 3 Rouzé, Cambyse 3 Runggaldier, Wolfgang J. 3 Sowers, Richard B. 3 Tovazzi, Daniele 2 Andreis, Luisa 2 Apollonio, Valentina 2 Bahadoran, Christophe 2 Bardet, Ivan 2 Bernardin, Cédric 2 Bet, Gianmarco 2 Borkar, Vivek Shripad 2 Buckdahn, Rainer 2 Campi, Luciano 2 Caravenna, Francesco 2 Cardaliaguet, Pierre 2 Cavazos-Cadena, Rolando 2 Chafaï, Djalil 2 Chaintron, Louis-Pierre 2 Corbetta, Jacopo 2 Crisan, Dan O. 2 Diez, Antoine 2 Erny, Xavier 2 Fan, Jingnan 2 Ferrari, Pablo Augusto 2 Gao, Li 2 Gozzi, Fausto 2 Guiol, Hervé 2 Hambly, Ben M. 2 Hernández-Hernández, Daniel 2 Hongler, Max-Olivier 2 Jaśkiewicz, Anna 2 Johnson, Oliver Thomas 2 Joulin, Aldéric 2 Karatzas, Ioannis ...and 398 more Authors
all top 5

### Cited in 119 Serials

 41 Journal of Statistical Physics 38 Stochastic Processes and their Applications 29 The Annals of Applied Probability 13 The Annals of Probability 12 Systems & Control Letters 10 SIAM Journal on Control and Optimization 10 Probability Theory and Related Fields 10 Electronic Journal of Probability 8 Automatica 7 Bernoulli 6 Communications in Mathematical Physics 6 Journal of Mathematical Physics 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Applied Mathematics and Optimization 4 Physica A 4 Journal of Functional Analysis 4 Journal of Optimization Theory and Applications 4 Statistics & Probability Letters 4 Physica D 4 Journal of Theoretical Probability 4 Discrete and Continuous Dynamical Systems 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Theory of Probability and its Applications 3 Stochastic Analysis and Applications 3 NoDEA. Nonlinear Differential Equations and Applications 3 Stochastics 3 SIAM Journal on Financial Mathematics 2 Advances in Applied Probability 2 Archive for Rational Mechanics and Analysis 2 International Journal of Control 2 Nonlinearity 2 Journal of Applied Probability 2 Mathematics of Operations Research 2 Journal of Economic Dynamics & Control 2 SIAM Journal on Applied Mathematics 2 Journal of Dynamics and Differential Equations 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Electronic Communications in Probability 2 Finance and Stochastics 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Mathematical Methods of Operations Research 2 Annales Henri Poincaré 2 Brazilian Journal of Probability and Statistics 2 Journal of Statistical Mechanics: Theory and Experiment 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Kinetic and Related Models 2 SN Partial Differential Equations and Applications 1 Communications on Pure and Applied Mathematics 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Transport Theory and Statistical Physics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Chaos, Solitons and Fractals 1 Acta Mathematica Vietnamica 1 Advances in Mathematics 1 Applied Mathematics and Computation 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Journal of the Mathematical Society of Japan 1 Memoirs of the American Mathematical Society 1 Operations Research 1 Osaka Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Proceedings of the London Mathematical Society. Third Series 1 Rendiconti del Seminario Matematico della Università di Padova 1 Theoretical Computer Science 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Acta Applicandae Mathematicae 1 MCSS. Mathematics of Control, Signals, and Systems 1 Queueing Systems 1 Science in China. Series A 1 Journal of Applied Mathematics and Stochastic Analysis 1 European Journal of Applied Mathematics 1 Dynamics and Control 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Computational Statistics 1 Communications in Partial Differential Equations 1 European Journal of Operational Research 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 SIAM Journal on Mathematical Analysis 1 SIAM Review 1 Mathematical Programming. Series A. Series B 1 Stochastics and Stochastics Reports 1 Potential Analysis 1 Random Operators and Stochastic Equations 1 Applied Mathematical Finance 1 Complexity 1 Abstract and Applied Analysis 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Chaos 1 Probability in the Engineering and Informational Sciences 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Entropy 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Natural Computing ...and 19 more Serials
all top 5

### Cited in 33 Fields

 257 Probability theory and stochastic processes (60-XX) 118 Statistical mechanics, structure of matter (82-XX) 74 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 71 Systems theory; control (93-XX) 47 Partial differential equations (35-XX) 44 Calculus of variations and optimal control; optimization (49-XX) 29 Dynamical systems and ergodic theory (37-XX) 21 Statistics (62-XX) 21 Biology and other natural sciences (92-XX) 18 Operations research, mathematical programming (90-XX) 15 Computer science (68-XX) 13 Numerical analysis (65-XX) 11 Difference and functional equations (39-XX) 11 Functional analysis (46-XX) 11 Operator theory (47-XX) 10 Information and communication theory, circuits (94-XX) 9 Quantum theory (81-XX) 8 Ordinary differential equations (34-XX) 6 Measure and integration (28-XX) 5 Combinatorics (05-XX) 4 Differential geometry (53-XX) 4 Mechanics of particles and systems (70-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Fluid mechanics (76-XX) 2 Real functions (26-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Convex and discrete geometry (52-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Abstract harmonic analysis (43-XX) 1 Manifolds and cell complexes (57-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX)